+361.0%
ORLY vs CCJ
+1,065.5%
-704.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | -2.4% | -4.0% | +1.7% | -2.0% |
| 30D | -6.8% | -2.4% | -4.4% | -6.7% |
| 3M | -4.8% | -2.3% | -2.4% | -4.8% |
| 6M | -9.1% | -16.2% | +7.1% | -8.2% |
| YTD | -5.9% | +5.7% | -11.6% | -7.2% |
| 1Y | -20.4% | +21.3% | -41.7% | -22.9% |
| 3Y | +36.6% | +159.4% | -122.8% | +19.8% |
| 5Y | +117.3% | +300.7% | -183.3% | +76.4% |
| All | +361.0% | +1,065.5% | -704.5% | +207.8% |
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