+1,024.7%
XLE vs CCJ
+4,580.1%
-3,555.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | +11.8% | +6.9% | +4.9% | +9.0% |
| 3M | +9.8% | -11.6% | +21.5% | +12.5% |
| 6M | +15.6% | -16.2% | +31.8% | +18.1% |
| YTD | +45.3% | +10.1% | +35.1% | +34.7% |
| 1Y | +48.3% | +32.3% | +16.0% | +26.3% |
| 3Y | +55.4% | +171.3% | -115.9% | -3.3% |
| 5Y | +216.1% | +372.4% | -156.3% | +50.8% |
| 10Y | +178.4% | +1,070.0% | -891.6% | -16.1% |
| All | +1,024.7% | +4,580.1% | -3,555.4% | +229.7% |
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