+136.8%
XLP vs CCJ
+785.0%
-648.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -0.5% | +3.7% | -4.2% | -0.7% |
| 30D | +8.3% | -13.7% | +22.0% | +9.0% |
| 3M | +8.7% | -24.7% | +33.4% | +10.0% |
| 6M | +11.2% | -38.1% | +49.3% | +13.5% |
| YTD | +20.0% | -18.8% | +38.8% | +20.2% |
| 1Y | +21.3% | -19.5% | +40.9% | +21.5% |
| 3Y | +43.8% | +75.9% | -32.0% | +34.3% |
| 5Y | +43.3% | +173.1% | -129.8% | +27.2% |
| 10Y | +136.8% | +813.5% | -676.7% | +79.8% |
| All | +136.8% | +785.0% | -648.3% | +79.8% |
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 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