+513.3%
XRT vs CCJ
+226.1%
+287.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -4.2% | +6.9% | -11.1% | -5.8% |
| 3M | +5.1% | -11.6% | +16.7% | +7.3% |
| 6M | +2.4% | -16.2% | +18.6% | +5.0% |
| YTD | +3.2% | +10.1% | -6.9% | -1.3% |
| 1Y | +1.5% | +32.3% | -30.7% | -8.3% |
| 3Y | +40.6% | +171.3% | -130.7% | +1.9% |
| 5Y | -1.0% | +372.4% | -373.4% | -40.4% |
| 10Y | +128.4% | +1,070.0% | -941.6% | -2.7% |
| All | +513.3% | +226.1% | +287.2% | +180.6% |
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 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