-71.6%
RIG vs CCJ
+1,604.2%
-1,675.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -2.1% |
| 7D | -2.7% | +5.9% | -8.6% | -5.3% |
| 30D | +9.5% | +4.7% | +4.8% | +6.5% |
| 3M | -6.6% | -3.3% | -3.4% | -7.0% |
| 6M | -2.9% | -7.0% | +4.2% | -4.0% |
| YTD | +39.5% | +11.5% | +28.0% | +25.2% |
| 1Y | +82.3% | +32.3% | +50.0% | +45.4% |
| 3Y | -29.6% | +176.8% | -206.4% | -63.4% |
| 5Y | +63.2% | +351.8% | -288.6% | -35.0% |
| 10Y | -45.0% | +1,080.5% | -1,125.5% | -86.5% |
| All | -71.6% | +1,604.2% | -1,675.8% | -92.5% |
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