+2,283.7%
CVX vs CCJ
+1,082.1%
+1,201.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | -1.0% | -13.2% | +12.2% | +2.1% |
| 3M | +12.2% | -27.6% | +39.8% | +20.1% |
| 6M | +20.3% | -38.7% | +59.0% | +32.7% |
| YTD | +48.3% | -22.7% | +71.0% | +50.9% |
| 1Y | +46.9% | -17.6% | +64.5% | +46.5% |
| 3Y | +73.1% | +62.7% | +10.4% | +34.2% |
| 5Y | +135.2% | +159.7% | -24.5% | +52.3% |
| 10Y | +214.4% | +769.3% | -555.0% | +29.8% |
| All | +2,283.7% | +1,082.1% | +1,201.6% | +886.7% |
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