+1,070.3%
XEL vs CCJ
+1,604.2%
-533.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +1.3% | +5.9% | -4.6% | +0.8% |
| 30D | -1.5% | +4.7% | -6.2% | -2.0% |
| 3M | -0.2% | -3.3% | +3.1% | -0.1% |
| 6M | -5.4% | -7.0% | +1.6% | -5.4% |
| YTD | +5.6% | +11.5% | -5.8% | +3.7% |
| 1Y | +10.5% | +32.3% | -21.8% | +6.2% |
| 3Y | +49.2% | +176.8% | -127.6% | +31.1% |
| 5Y | +30.1% | +351.8% | -321.7% | +6.3% |
| 10Y | +146.7% | +1,080.5% | -933.8% | +71.1% |
| All | +1,070.3% | +1,604.2% | -533.9% | +595.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling