+12.3%
XLI vs CCJ
-26.2%
+38.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +0.6% | -14.5% | +15.1% | +3.4% |
| 30D | -0.4% | -18.1% | +17.7% | +3.1% |
| 3M | -8.8% | -23.0% | +14.2% | -4.8% |
| 6M | -0.4% | -39.4% | +39.0% | +8.0% |
| YTD | +10.1% | -21.7% | +31.8% | +12.2% |
| 1Y | +12.3% | -25.9% | +38.2% | +15.2% |
| All | +12.3% | -26.2% | +38.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling