+133.6%
XLC vs CCJ
+544.7%
-411.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -0.4% |
| 7D | +3.1% | +5.0% | -2.0% | +2.3% |
| 30D | -4.2% | -16.7% | +12.5% | -1.6% |
| 3M | -2.1% | -27.5% | +25.4% | +2.5% |
| 6M | -6.6% | -38.6% | +32.0% | 0.0% |
| YTD | -7.8% | -21.5% | +13.7% | -6.3% |
| 1Y | -4.1% | -22.3% | +18.2% | -2.5% |
| 3Y | +62.6% | +69.9% | -7.3% | +37.4% |
| 5Y | +39.6% | +163.6% | -124.0% | +4.3% |
| All | +133.6% | +544.7% | -411.1% | +30.4% |
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 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