+81.6%
XLF vs CCJ
+67.4%
+14.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | +7.6% | -13.2% | +20.8% | +8.7% |
| 3M | +1.1% | -27.6% | +28.7% | +3.4% |
| 6M | +15.9% | -38.7% | +54.6% | +19.8% |
| YTD | +8.4% | -22.7% | +31.1% | +9.3% |
| 1Y | +12.5% | -17.6% | +30.1% | +12.7% |
| 3Y | +81.6% | +62.7% | +18.9% | +65.1% |
| All | +81.6% | +67.4% | +14.2% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling