+415.1%
XLF vs CCJ
+4,637.3%
-4,222.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +0.2% | +5.9% | -5.8% | -1.1% |
| 30D | -0.5% | +4.7% | -5.2% | -1.7% |
| 3M | +10.6% | -3.3% | +13.9% | +10.8% |
| 6M | +14.3% | -7.0% | +21.3% | +14.3% |
| YTD | +5.5% | +11.5% | -5.9% | +0.4% |
| 1Y | +9.6% | +32.3% | -22.7% | -1.3% |
| 3Y | +75.2% | +176.8% | -101.7% | +26.1% |
| 5Y | +65.5% | +351.8% | -286.3% | -0.2% |
| 10Y | +246.4% | +1,080.5% | -834.1% | +45.3% |
| All | +415.1% | +4,637.3% | -4,222.2% | +92.6% |
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