+143.7%
XLC vs CCJ
+768.3%
-624.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | +0.5% | -4.0% | +4.5% | +1.1% |
| 30D | +2.1% | -2.4% | +4.5% | +2.3% |
| 3M | +0.7% | -2.3% | +3.0% | +0.7% |
| 6M | -3.2% | -16.2% | +13.0% | -1.4% |
| YTD | -3.8% | +5.7% | -9.5% | -6.4% |
| 1Y | -2.0% | +21.3% | -23.3% | -7.9% |
| 3Y | +71.4% | +159.4% | -88.0% | +34.9% |
| 5Y | +40.7% | +300.7% | -260.0% | -2.0% |
| All | +143.7% | +768.3% | -624.6% | +30.2% |
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 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