+119.9%
XRT vs CCJ
+1,074.4%
-954.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -3.6% | -3.2% | -0.4% | -3.0% |
| 30D | -6.7% | -1.3% | -5.4% | -6.6% |
| 3M | -1.4% | +2.5% | -3.9% | -2.2% |
| 6M | +1.7% | -18.9% | +20.6% | +4.5% |
| YTD | -1.5% | +6.5% | -8.0% | -4.4% |
| 1Y | -2.5% | +22.8% | -25.3% | -8.9% |
| 3Y | +39.9% | +164.5% | -124.6% | +7.8% |
| 5Y | -2.6% | +303.7% | -306.3% | -33.8% |
| All | +119.9% | +1,074.4% | -954.5% | +12.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling