-29.7%
RIG vs CCJ
+172.7%
-202.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.6% |
| 7D | -8.2% | +4.2% | -12.4% | -9.0% |
| 30D | -0.2% | +3.2% | -3.4% | -1.1% |
| 3M | -2.7% | -1.8% | -0.9% | -3.1% |
| 6M | -7.5% | -13.5% | +6.1% | -6.2% |
| YTD | +38.3% | +9.7% | +28.5% | +31.1% |
| 1Y | +81.8% | +30.0% | +51.8% | +61.3% |
| All | -29.7% | +172.7% | -202.4% | -55.2% |
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