+210.0%
SHEL vs CCJ
+1,065.5%
-855.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +4.1% | -4.0% | +8.1% | +5.0% |
| 30D | +8.4% | -2.4% | +10.8% | +8.6% |
| 3M | +13.7% | -2.3% | +16.0% | +13.5% |
| 6M | +12.7% | -16.2% | +28.9% | +15.0% |
| YTD | +35.3% | +5.7% | +29.6% | +30.3% |
| 1Y | +39.4% | +21.3% | +18.1% | +28.0% |
| 3Y | +71.5% | +159.4% | -87.9% | +23.7% |
| 5Y | +195.0% | +300.7% | -105.6% | +80.2% |
| All | +210.0% | +1,065.5% | -855.5% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling