+56.2%
RIG vs CCJ
+281.7%
-225.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.4% |
| 7D | -3.1% | -4.0% | +1.0% | -1.6% |
| 30D | -0.5% | -2.4% | +1.8% | -0.2% |
| 3M | -6.0% | -2.3% | -3.7% | -6.5% |
| 6M | -10.1% | -16.2% | +6.1% | -7.2% |
| YTD | +37.3% | +5.7% | +31.6% | +26.5% |
| 1Y | +73.9% | +21.3% | +52.7% | +44.9% |
| 3Y | -30.2% | +159.4% | -189.6% | -65.1% |
| All | +56.2% | +281.7% | -225.5% | -38.8% |
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