+253.9%
XLI vs CCJ
+1,065.5%
-811.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | -1.7% | -4.0% | +2.4% | -1.0% |
| 30D | -7.3% | -2.4% | -4.9% | -7.0% |
| 3M | -1.3% | -2.3% | +1.0% | -1.3% |
| 6M | +2.2% | -16.2% | +18.5% | +4.4% |
| YTD | +11.7% | +5.7% | +6.0% | +9.3% |
| 1Y | +14.3% | +21.3% | -7.0% | +8.2% |
| 3Y | +70.3% | +159.4% | -89.1% | +37.3% |
| 5Y | +82.3% | +300.7% | -218.3% | +31.4% |
| All | +253.9% | +1,065.5% | -811.6% | +100.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling