+46.3%
XLU vs CCJ
+162.5%
-116.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.3% |
| 30D | -3.3% | -2.4% | -0.9% | -3.2% |
| 3M | -3.2% | -2.3% | -0.8% | -3.1% |
| 6M | -7.0% | -16.2% | +9.3% | -6.2% |
| YTD | +0.6% | +5.7% | -5.0% | -0.5% |
| 1Y | +2.4% | +21.3% | -18.8% | -0.2% |
| 3Y | +46.3% | +159.4% | -113.1% | +28.5% |
| All | +46.3% | +162.5% | -116.3% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling