+121.7%
XRT vs CCJ
+1,110.5%
-988.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -2.4% | +4.2% | -6.6% | -3.1% |
| 30D | -6.9% | +3.2% | -10.1% | -7.6% |
| 3M | -0.4% | -1.8% | +1.4% | -0.5% |
| 6M | +2.2% | -13.5% | +15.8% | +3.8% |
| YTD | -0.7% | +9.7% | -10.4% | -4.1% |
| 1Y | -2.0% | +30.0% | -32.0% | -9.4% |
| 3Y | +41.0% | +172.6% | -131.6% | +8.1% |
| 5Y | -3.3% | +342.9% | -346.2% | -35.4% |
| All | +121.7% | +1,110.5% | -988.8% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling