+2,161.3%
CVX vs CCJ
+1,583.6%
+577.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | +12.9% | +6.9% | +6.0% | +10.7% |
| 3M | +11.7% | -11.6% | +23.4% | +13.8% |
| 6M | +14.1% | -16.2% | +30.4% | +16.1% |
| YTD | +40.7% | +10.1% | +30.6% | +32.3% |
| 1Y | +37.5% | +32.3% | +5.2% | +20.9% |
| 3Y | +43.9% | +171.3% | -127.4% | -1.6% |
| 5Y | +161.5% | +372.4% | -210.9% | +44.4% |
| 10Y | +215.1% | +1,070.0% | -854.9% | +21.7% |
| All | +2,161.3% | +1,583.6% | +577.6% | +765.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling