-0.7%
XRT vs CCJ
+346.5%
-347.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | -0.3% | +5.9% | -6.2% | -1.2% |
| 30D | -5.6% | +4.7% | -10.3% | -6.5% |
| 3M | +2.5% | -3.3% | +5.8% | +2.7% |
| 6M | +3.7% | -7.0% | +10.7% | +3.8% |
| YTD | +1.0% | +11.5% | -10.5% | -2.7% |
| 1Y | -1.2% | +32.3% | -33.5% | -8.8% |
| 3Y | +43.4% | +176.8% | -133.5% | +8.3% |
| 5Y | -0.7% | +351.8% | -352.5% | -35.7% |
| All | -0.7% | +346.5% | -347.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling