+891.0%
XLV vs CCJ
+4,425.9%
-3,534.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -4.4% | -3.2% | -1.2% | -4.1% |
| 30D | -1.4% | -1.3% | -0.1% | -1.3% |
| 3M | +8.9% | +2.5% | +6.3% | +8.3% |
| 6M | +9.1% | -18.9% | +28.0% | +10.8% |
| YTD | +7.9% | +6.5% | +1.4% | +5.9% |
| 1Y | +22.7% | +22.8% | -0.1% | +17.5% |
| 3Y | +31.9% | +164.5% | -132.6% | +12.3% |
| 5Y | +34.9% | +303.7% | -268.8% | +5.9% |
| 10Y | +173.9% | +1,064.0% | -890.1% | +76.7% |
| All | +891.0% | +4,425.9% | -3,534.9% | +470.2% |
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