+128.3%
CVX vs CCJ
+182.9%
-54.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -1.7% | +3.7% | -5.4% | -2.1% |
| 30D | -0.8% | -13.7% | +12.9% | +0.6% |
| 3M | +9.4% | -24.7% | +34.1% | +12.3% |
| 6M | +17.5% | -38.1% | +55.7% | +23.1% |
| YTD | +43.8% | -18.8% | +62.6% | +42.9% |
| 1Y | +41.9% | -19.5% | +61.4% | +40.9% |
| 3Y | +69.1% | +75.9% | -6.8% | +36.9% |
| 5Y | +128.3% | +173.1% | -44.8% | +64.1% |
| All | +128.3% | +182.9% | -54.6% | +64.1% |
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