+64.3%
XLF vs CCJ
+281.7%
-217.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -1.5% | -4.0% | +2.6% | -1.0% |
| 30D | -1.2% | -2.4% | +1.2% | -1.0% |
| 3M | +9.2% | -2.3% | +11.5% | +9.2% |
| 6M | +16.3% | -16.2% | +32.5% | +17.9% |
| YTD | +5.4% | +5.7% | -0.2% | +3.1% |
| 1Y | +7.6% | +21.3% | -13.6% | +2.4% |
| 3Y | +74.2% | +159.4% | -85.2% | +42.4% |
| All | +64.3% | +281.7% | -217.5% | +22.0% |
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