+141.1%
XRT vs CCJ
+785.0%
-643.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | -1.4% | +3.7% | -5.1% | -2.1% |
| 30D | +9.8% | -13.7% | +23.5% | +12.4% |
| 3M | +3.3% | -24.7% | +28.0% | +8.0% |
| 6M | +13.6% | -38.1% | +51.7% | +22.5% |
| YTD | +9.1% | -18.8% | +27.8% | +10.6% |
| 1Y | +15.1% | -19.5% | +34.6% | +16.6% |
| 3Y | +59.9% | +75.9% | -15.9% | +32.6% |
| 5Y | -1.7% | +173.1% | -174.8% | -28.6% |
| 10Y | +141.1% | +813.5% | -672.3% | +18.6% |
| All | +141.1% | +785.0% | -643.9% | +18.6% |
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