+163.2%
OXY vs CCJ
+326.6%
-163.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.7% |
| 7D | +1.4% | -3.2% | +4.6% | +1.9% |
| 30D | +4.0% | -1.3% | +5.4% | +4.0% |
| 3M | +7.6% | +2.5% | +5.1% | +6.4% |
| 6M | +16.2% | -18.9% | +35.1% | +18.7% |
| YTD | +50.8% | +6.5% | +44.3% | +44.2% |
| 1Y | +34.7% | +22.8% | +11.9% | +21.9% |
| 3Y | -1.0% | +164.5% | -165.5% | -33.6% |
| 5Y | +163.2% | +303.7% | -140.5% | +52.1% |
| All | +163.2% | +326.6% | -163.4% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling