+1,477.5%
XLK vs CCJ
+4,564.8%
-3,087.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +2.3% | +4.2% | -1.9% | +1.4% |
| 30D | +0.8% | +3.2% | -2.4% | 0.0% |
| 3M | +4.1% | -1.8% | +5.9% | +4.2% |
| 6M | +34.8% | -13.5% | +48.3% | +38.0% |
| YTD | +30.8% | +9.7% | +21.1% | +26.6% |
| 1Y | +42.4% | +30.0% | +12.4% | +31.4% |
| 3Y | +121.8% | +172.6% | -50.8% | +69.7% |
| 5Y | +146.6% | +342.9% | -196.3% | +63.7% |
| 10Y | +804.3% | +1,099.7% | -295.5% | +342.9% |
| All | +1,477.5% | +4,564.8% | -3,087.3% | +480.4% |
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