+217.2%
CVX vs CCJ
+1,074.4%
-857.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +0.7% | -3.2% | +3.9% | +1.3% |
| 30D | +9.1% | -1.3% | +10.5% | +9.1% |
| 3M | +13.1% | +2.5% | +10.6% | +11.7% |
| 6M | +16.3% | -18.9% | +35.1% | +18.8% |
| YTD | +43.5% | +6.5% | +37.0% | +37.2% |
| 1Y | +40.2% | +22.8% | +17.3% | +27.7% |
| 3Y | +44.2% | +164.5% | -120.2% | +3.2% |
| 5Y | +170.6% | +303.7% | -133.1% | +64.0% |
| All | +217.2% | +1,074.4% | -857.2% | +36.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling