+258.5%
OKE vs CCJ
+1,065.5%
-807.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +1.2% | -4.0% | +5.3% | +2.3% |
| 30D | +4.5% | -2.4% | +6.9% | +4.8% |
| 3M | +9.6% | -2.3% | +11.9% | +9.2% |
| 6M | +15.4% | -16.2% | +31.6% | +17.7% |
| YTD | +36.5% | +5.7% | +30.8% | +28.7% |
| 1Y | +39.0% | +21.3% | +17.7% | +22.8% |
| 3Y | +74.3% | +159.4% | -85.1% | +12.5% |
| 5Y | +141.2% | +300.7% | -159.4% | +25.3% |
| All | +258.5% | +1,065.5% | -807.0% | +28.6% |
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