+554.0%
XYZ vs CCJ
+529.0%
+25.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.2% |
| 7D | +12.1% | -7.3% | +19.4% | +15.1% |
| 30D | +12.4% | -20.0% | +32.3% | +21.2% |
| 3M | +8.2% | -23.8% | +32.0% | +18.2% |
| 6M | +20.7% | -42.4% | +63.1% | +44.7% |
| YTD | +31.3% | -22.1% | +53.4% | +38.1% |
| 1Y | +20.5% | -20.8% | +41.3% | +25.6% |
| 3Y | +72.6% | +75.7% | -3.1% | +22.6% |
| 5Y | -64.0% | +167.4% | -231.4% | -78.9% |
| 10Y | +601.8% | +826.3% | -224.5% | +145.7% |
| All | +554.0% | +529.0% | +25.0% | +154.6% |
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