+376.3%
PSX vs CCJ
+1,074.4%
-698.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | +1.5% | -3.2% | +4.7% | +2.2% |
| 30D | +15.8% | -1.3% | +17.2% | +15.9% |
| 3M | +43.0% | +2.5% | +40.5% | +41.2% |
| 6M | +61.1% | -18.9% | +80.0% | +65.1% |
| YTD | +104.5% | +6.5% | +98.0% | +95.5% |
| 1Y | +102.5% | +22.8% | +79.7% | +84.1% |
| 3Y | +133.5% | +164.5% | -31.0% | +66.8% |
| 5Y | +367.0% | +303.7% | +63.2% | +184.7% |
| All | +376.3% | +1,074.4% | -698.1% | +119.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling