+142.5%
XLC vs CCJ
+804.8%
-662.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | +0.7% | -1.6% | -1.0% |
| 30D | +1.0% | +6.9% | -5.8% | -0.2% |
| 3M | -0.7% | -11.6% | +10.9% | +0.8% |
| 6M | -5.1% | -16.2% | +11.1% | -3.4% |
| YTD | -4.3% | +10.1% | -14.4% | -7.4% |
| 1Y | -0.6% | +32.3% | -32.8% | -7.9% |
| 3Y | +72.7% | +171.3% | -98.6% | +35.0% |
| 5Y | +38.0% | +372.4% | -334.4% | -6.7% |
| All | +142.5% | +804.8% | -662.3% | +28.7% |
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