+34.8%
XLK vs CCJ
-6.3%
+41.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +2.3% | +4.2% | -1.9% | +0.9% |
| 30D | +0.8% | +3.2% | -2.4% | -0.6% |
| 3M | +4.1% | -1.8% | +5.9% | +3.4% |
| 6M | +34.8% | -13.5% | +48.3% | +37.1% |
| All | +34.8% | -6.3% | +41.1% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling