+1,099.1%
OXY vs CCJ
+1,583.6%
-484.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.6% | +0.7% | +0.9% | +1.2% |
| 30D | +11.6% | +6.9% | +4.7% | +8.5% |
| 3M | +2.8% | -11.6% | +14.5% | +5.6% |
| 6M | +13.0% | -16.2% | +29.3% | +15.4% |
| YTD | +47.4% | +10.1% | +37.3% | +34.9% |
| 1Y | +31.5% | +32.3% | -0.8% | +8.7% |
| 3Y | -1.9% | +171.3% | -173.2% | -43.6% |
| 5Y | +148.0% | +372.4% | -224.4% | +6.9% |
| 10Y | +2.3% | +1,070.0% | -1,067.8% | -71.5% |
| All | +1,099.1% | +1,583.6% | -484.5% | +217.7% |
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