+119.0%
EOG vs CCJ
+1,074.4%
-955.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.0% |
| 7D | +1.0% | -3.2% | +4.2% | +1.8% |
| 30D | +2.8% | -1.3% | +4.2% | +2.8% |
| 3M | +5.9% | +2.5% | +3.4% | +4.1% |
| 6M | +17.1% | -18.9% | +35.9% | +20.4% |
| YTD | +43.9% | +6.5% | +37.4% | +35.5% |
| 1Y | +26.9% | +22.8% | +4.1% | +11.9% |
| 3Y | +23.6% | +164.5% | -140.9% | -21.2% |
| 5Y | +178.1% | +303.7% | -125.6% | +43.6% |
| All | +119.0% | +1,074.4% | -955.4% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling