+820.5%
XLB vs CCJ
+4,580.1%
-3,759.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -0.4% | +6.9% | -7.2% | -2.3% |
| 3M | +2.0% | -11.6% | +13.6% | +4.5% |
| 6M | +1.8% | -16.2% | +18.0% | +4.9% |
| YTD | +16.6% | +10.1% | +6.5% | +11.1% |
| 1Y | +16.9% | +32.3% | -15.3% | +4.3% |
| 3Y | +32.6% | +171.3% | -138.7% | -7.9% |
| 5Y | +35.6% | +372.4% | -336.7% | -24.3% |
| 10Y | +160.0% | +1,070.0% | -910.0% | -2.7% |
| All | +820.5% | +4,580.1% | -3,759.6% | +203.8% |
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 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