+561.3%
XLP vs CCJ
+3,074.5%
-2,513.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | +3.5% | -18.2% | +21.6% | +5.1% |
| 30D | +11.6% | -26.5% | +38.1% | +14.1% |
| 3M | +7.6% | -27.5% | +35.2% | +10.1% |
| 6M | +10.0% | -40.3% | +50.3% | +13.9% |
| YTD | +19.7% | -25.3% | +45.0% | +21.1% |
| 1Y | +23.5% | -28.1% | +51.6% | +25.1% |
| 3Y | +44.0% | +63.8% | -19.9% | +32.5% |
| 5Y | +42.7% | +156.3% | -113.6% | +23.3% |
| 10Y | +131.3% | +787.8% | -656.4% | +68.0% |
| All | +561.3% | +3,074.5% | -2,513.2% | +335.4% |
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