-63.7%
XYZ vs CCJ
+159.0%
-222.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.4% |
| 7D | -1.1% | -0.8% | -0.3% | -0.7% |
| 30D | +11.5% | -13.2% | +24.7% | +17.8% |
| 3M | +1.8% | -27.6% | +29.4% | +15.5% |
| 6M | +21.2% | -38.7% | +59.9% | +46.2% |
| YTD | +29.9% | -22.7% | +52.6% | +37.0% |
| 1Y | +35.8% | -17.6% | +53.3% | +38.4% |
| 3Y | +62.6% | +62.7% | -0.1% | +2.3% |
| All | -63.7% | +159.0% | -222.7% | -86.5% |
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