+1,075.5%
XLI vs CCJ
+3,186.0%
-2,110.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +1.0% | -13.2% | +14.2% | +3.8% |
| 3M | -8.9% | -27.6% | +18.7% | -3.2% |
| 6M | -2.3% | -38.7% | +36.4% | +6.8% |
| YTD | +9.7% | -22.7% | +32.4% | +13.2% |
| 1Y | +12.3% | -17.6% | +29.9% | +14.3% |
| 3Y | +71.5% | +62.7% | +8.8% | +44.7% |
| 5Y | +70.2% | +159.7% | -89.5% | +24.8% |
| 10Y | +227.5% | +769.3% | -541.9% | +66.4% |
| All | +1,075.5% | +3,186.0% | -2,110.4% | +409.8% |
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