+365.5%
CCJ vs COPX
+200.8%
+164.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -2.1% |
| 7D | +4.2% | +6.0% | -1.8% | +0.6% |
| 30D | +3.2% | +6.4% | -3.2% | -0.6% |
| 3M | -1.8% | +19.3% | -21.1% | -12.0% |
| 6M | -13.5% | +16.2% | -29.8% | -21.3% |
| YTD | +9.7% | +33.2% | -23.4% | -7.9% |
| 1Y | +30.0% | +90.2% | -60.2% | -11.8% |
| 3Y | +172.6% | +175.7% | -3.1% | +44.9% |
| 5Y | +342.9% | +193.1% | +149.8% | +124.4% |
| 10Y | +1,099.7% | +619.4% | +480.3% | +241.5% |
| All | +365.5% | +200.8% | +164.7% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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