+429.4%
XLF vs CCJ
+3,186.0%
-2,756.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +7.6% | -13.2% | +20.8% | +10.7% |
| 3M | +1.1% | -27.6% | +28.7% | +7.8% |
| 6M | +15.9% | -38.7% | +54.6% | +27.3% |
| YTD | +8.4% | -22.7% | +31.1% | +11.3% |
| 1Y | +12.5% | -17.6% | +30.1% | +13.5% |
| 3Y | +81.6% | +62.7% | +18.9% | +47.3% |
| 5Y | +59.3% | +159.7% | -100.5% | +9.6% |
| 10Y | +225.4% | +769.3% | -543.9% | +45.3% |
| All | +429.4% | +3,186.0% | -2,756.6% | +113.5% |
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