+823.0%
XLB vs CCJ
+3,234.7%
-2,411.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.4% |
| 7D | 0.0% | +5.0% | -5.0% | -1.3% |
| 30D | +5.3% | -16.7% | +21.9% | +9.9% |
| 3M | 0.0% | -27.5% | +27.5% | +7.8% |
| 6M | +1.2% | -38.6% | +39.8% | +13.1% |
| YTD | +16.9% | -21.5% | +38.4% | +20.8% |
| 1Y | +20.9% | -22.3% | +43.2% | +24.8% |
| 3Y | +43.3% | +69.9% | -26.6% | +12.4% |
| 5Y | +28.3% | +163.6% | -135.3% | -15.8% |
| 10Y | +165.3% | +782.3% | -616.9% | +6.2% |
| All | +823.0% | +3,234.7% | -2,411.7% | +230.4% |
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