+1,117.4%
XLI vs CCJ
+4,580.1%
-3,462.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -5.9% | +6.9% | -12.8% | -7.3% |
| 3M | -0.3% | -11.6% | +11.4% | +1.7% |
| 6M | +0.1% | -16.2% | +16.3% | +2.6% |
| YTD | +13.6% | +10.1% | +3.5% | +9.6% |
| 1Y | +17.2% | +32.3% | -15.1% | +7.5% |
| 3Y | +68.2% | +171.3% | -103.1% | +27.9% |
| 5Y | +80.7% | +372.4% | -291.7% | +16.4% |
| 10Y | +253.3% | +1,070.0% | -816.8% | +69.4% |
| All | +1,117.4% | +4,580.1% | -3,462.7% | +393.4% |
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 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