+42.2%
CVX vs CCJ
+174.2%
-132.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -0.6% | +5.9% | -6.5% | -0.7% |
| 30D | +13.4% | +4.7% | +8.7% | +13.3% |
| 3M | +11.8% | -3.3% | +15.1% | +12.0% |
| 6M | +12.4% | -7.0% | +19.5% | +12.4% |
| YTD | +41.5% | +11.5% | +30.0% | +39.0% |
| 1Y | +41.6% | +32.3% | +9.3% | +36.2% |
| 3Y | +42.2% | +176.8% | -134.6% | +19.4% |
| All | +42.2% | +174.2% | -132.0% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling