+20.7%
XLK vs CCJ
-26.2%
+46.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -7.6% | -14.5% | +6.9% | -2.9% |
| 30D | -12.2% | -18.1% | +5.9% | -6.7% |
| 3M | -5.5% | -23.0% | +17.5% | +2.0% |
| 6M | +9.2% | -39.4% | +48.6% | +24.7% |
| YTD | +23.0% | -21.7% | +44.7% | +28.8% |
| 1Y | +20.7% | -25.9% | +46.6% | +28.3% |
| All | +20.7% | -26.2% | +46.9% | +28.3% |
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