+3,461.0%
EOG vs CCJ
+1,583.6%
+1,877.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.3% | +0.7% | +0.6% | +0.9% |
| 30D | +8.2% | +6.9% | +1.3% | +5.1% |
| 3M | +3.8% | -11.6% | +15.5% | +6.5% |
| 6M | +15.3% | -16.2% | +31.5% | +17.7% |
| YTD | +41.7% | +10.1% | +31.6% | +29.2% |
| 1Y | +23.6% | +32.3% | -8.7% | +1.9% |
| 3Y | +23.3% | +171.3% | -148.0% | -29.8% |
| 5Y | +170.4% | +372.4% | -202.0% | +13.7% |
| 10Y | +125.5% | +1,070.0% | -944.5% | -42.8% |
| All | +3,461.0% | +1,583.6% | +1,877.3% | +786.7% |
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