+1,096.1%
XLY vs CCJ
+4,425.9%
-3,329.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +0.1% |
| 7D | -3.9% | -3.2% | -0.7% | -3.3% |
| 30D | -6.1% | -1.3% | -4.8% | -6.0% |
| 3M | -1.2% | +2.5% | -3.7% | -2.0% |
| 6M | -1.8% | -18.9% | +17.1% | +1.2% |
| YTD | -5.9% | +6.5% | -12.3% | -8.6% |
| 1Y | -3.1% | +22.8% | -25.9% | -9.6% |
| 3Y | +36.0% | +164.5% | -128.5% | +5.4% |
| 5Y | +27.6% | +303.7% | -276.1% | -12.3% |
| 10Y | +216.8% | +1,064.0% | -847.2% | +62.0% |
| All | +1,096.1% | +4,425.9% | -3,329.9% | +424.2% |
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