+218.8%
CVX vs CCJ
+1,110.5%
-891.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +1.0% | +4.2% | -3.2% | +0.2% |
| 30D | +10.7% | +3.2% | +7.5% | +9.7% |
| 3M | +15.5% | -1.8% | +17.3% | +15.0% |
| 6M | +14.9% | -13.5% | +28.4% | +16.0% |
| YTD | +44.2% | +9.7% | +34.5% | +37.1% |
| 1Y | +43.5% | +30.0% | +13.5% | +29.3% |
| 3Y | +45.0% | +172.6% | -127.6% | +3.2% |
| 5Y | +172.2% | +342.9% | -170.8% | +60.9% |
| All | +218.8% | +1,110.5% | -891.6% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling