+0.8%
OXY vs CCJ
+164.6%
-163.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.7% | -0.1% |
| 7D | +0.9% | -3.2% | +4.1% | +1.0% |
| 30D | +3.6% | -1.3% | +4.9% | +3.6% |
| 3M | +7.1% | +2.5% | +4.6% | +6.8% |
| 6M | +15.7% | -18.9% | +34.5% | +16.7% |
| YTD | +50.1% | +6.5% | +43.7% | +47.6% |
| 1Y | +34.1% | +22.8% | +11.3% | +28.7% |
| All | +0.8% | +164.6% | -163.8% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling