+60.1%
XRT vs CCJ
+73.2%
-13.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | 0.0% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +9.9% | -17.2% | +27.2% | +12.0% |
| 3M | +2.3% | -25.1% | +27.4% | +5.2% |
| 6M | +9.6% | -37.6% | +47.2% | +14.7% |
| YTD | +9.1% | -20.4% | +29.5% | +10.3% |
| 1Y | +16.2% | -22.5% | +38.8% | +17.7% |
| 3Y | +60.1% | +72.5% | -12.4% | +45.6% |
| All | +60.1% | +73.2% | -13.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling