+21.4%
XLB vs CCJ
-22.9%
+44.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | +5.2% | -13.2% | +18.3% | +7.3% |
| 3M | +0.3% | -27.6% | +27.9% | +5.2% |
| 6M | +1.2% | -38.7% | +39.9% | +8.6% |
| YTD | +16.6% | -22.7% | +39.3% | +20.2% |
| 1Y | +21.4% | -17.6% | +39.0% | +24.2% |
| All | +21.4% | -22.9% | +44.3% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling