+8,229.9%
OKE vs CCJ
+1,578.1%
+6,651.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -0.2% | +4.2% | -4.4% | -1.3% |
| 30D | +6.1% | +3.2% | +2.9% | +4.9% |
| 3M | +10.4% | -1.8% | +12.3% | +9.7% |
| 6M | +14.2% | -13.5% | +27.7% | +15.5% |
| YTD | +35.3% | +9.7% | +25.6% | +26.7% |
| 1Y | +40.6% | +30.0% | +10.6% | +22.6% |
| 3Y | +72.2% | +172.6% | -100.4% | +14.3% |
| 5Y | +139.6% | +342.9% | -203.3% | +30.5% |
| 10Y | +259.1% | +1,099.7% | -840.6% | +35.2% |
| All | +8,229.9% | +1,578.1% | +6,651.7% | +2,972.7% |
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