+37.8%
XLC vs CCJ
+346.5%
-308.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +0.6% | +5.9% | -5.4% | -0.3% |
| 30D | +0.2% | +4.7% | -4.5% | -0.5% |
| 3M | +0.6% | -3.3% | +3.9% | +0.8% |
| 6M | -4.5% | -7.0% | +2.5% | -4.4% |
| YTD | -4.7% | +11.5% | -16.2% | -7.8% |
| 1Y | -1.7% | +32.3% | -33.9% | -8.5% |
| 3Y | +72.3% | +176.8% | -104.6% | +34.6% |
| 5Y | +37.8% | +351.8% | -314.0% | -5.4% |
| All | +37.8% | +346.5% | -308.8% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling