+43.0%
XLC vs CCJ
+182.9%
-139.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | +3.5% | +3.7% | -0.2% | +2.9% |
| 30D | -2.6% | -13.7% | +11.1% | -0.6% |
| 3M | -2.1% | -24.7% | +22.6% | +1.7% |
| 6M | -5.5% | -38.1% | +32.7% | +0.8% |
| YTD | -6.9% | -18.8% | +11.9% | -6.1% |
| 1Y | -3.7% | -19.5% | +15.8% | -2.9% |
| 3Y | +64.2% | +75.9% | -11.7% | +35.7% |
| 5Y | +43.0% | +173.1% | -130.1% | +1.4% |
| All | +43.0% | +182.9% | -139.8% | +1.4% |
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