+1.5%
XRT vs CCJ
+31.2%
-29.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -4.2% | +6.9% | -11.1% | -4.8% |
| 3M | +5.1% | -11.6% | +16.7% | +6.0% |
| 6M | +2.4% | -16.2% | +18.6% | +3.3% |
| YTD | +3.2% | +10.1% | -6.9% | +1.6% |
| 1Y | +1.5% | +32.3% | -30.7% | -0.7% |
| All | +1.5% | +31.2% | -29.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling