+43.3%
SHEL vs CCJ
-26.2%
+69.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -3.2% | -14.5% | +11.3% | -2.9% |
| 30D | +5.5% | -18.1% | +23.6% | +5.9% |
| 3M | +14.4% | -23.0% | +37.4% | +14.9% |
| 6M | +16.2% | -39.4% | +55.5% | +18.8% |
| YTD | +42.4% | -21.7% | +64.1% | +41.5% |
| 1Y | +43.3% | -25.9% | +69.2% | +42.8% |
| All | +43.3% | -26.2% | +69.5% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling