+124.6%
XLP vs CCJ
+808.7%
-684.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.5% |
| 7D | +0.7% | -7.3% | +8.0% | +1.1% |
| 30D | +10.3% | -20.0% | +30.2% | +11.3% |
| 3M | +6.5% | -23.8% | +30.4% | +7.7% |
| 6M | +8.4% | -42.4% | +50.8% | +11.0% |
| YTD | +18.2% | -22.1% | +40.3% | +18.6% |
| 1Y | +22.4% | -20.8% | +43.3% | +22.6% |
| 3Y | +41.9% | +75.7% | -33.8% | +32.4% |
| 5Y | +40.9% | +167.4% | -126.6% | +25.2% |
| All | +124.6% | +808.7% | -684.1% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling