+166.0%
CVX vs CCJ
+346.5%
-180.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -0.6% | +5.9% | -6.5% | -1.2% |
| 30D | +13.4% | +4.7% | +8.7% | +12.7% |
| 3M | +11.8% | -3.3% | +15.1% | +11.9% |
| 6M | +12.4% | -7.0% | +19.5% | +12.1% |
| YTD | +41.5% | +11.5% | +30.0% | +36.5% |
| 1Y | +41.6% | +32.3% | +9.3% | +31.5% |
| 3Y | +42.2% | +176.8% | -134.6% | +9.8% |
| 5Y | +166.0% | +351.8% | -185.8% | +84.1% |
| All | +166.0% | +346.5% | -180.5% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling