+164.2%
XLB vs CCJ
+802.9%
-638.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +6.9% | -17.2% | +24.2% | +10.3% |
| 3M | -0.2% | -25.1% | +25.0% | +4.6% |
| 6M | +3.3% | -37.6% | +40.9% | +11.2% |
| YTD | +18.0% | -20.4% | +38.4% | +20.7% |
| 1Y | +24.2% | -22.5% | +46.7% | +27.3% |
| 3Y | +44.7% | +72.5% | -27.8% | +21.9% |
| 5Y | +31.6% | +179.9% | -148.3% | -3.1% |
| 10Y | +164.2% | +772.6% | -608.4% | +37.8% |
| All | +164.2% | +802.9% | -638.7% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling