+548.6%
XRT vs CCJ
+135.9%
+412.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.4% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | +9.9% | -17.2% | +27.2% | +14.2% |
| 3M | +2.3% | -25.1% | +27.4% | +8.3% |
| 6M | +9.6% | -37.6% | +47.2% | +20.0% |
| YTD | +9.1% | -20.4% | +29.5% | +11.5% |
| 1Y | +16.2% | -22.5% | +38.8% | +19.2% |
| 3Y | +60.1% | +72.5% | -12.4% | +28.5% |
| 5Y | -0.5% | +179.9% | -180.3% | -32.1% |
| 10Y | +145.1% | +772.6% | -627.5% | +11.1% |
| All | +548.6% | +135.9% | +412.8% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling