+162.6%
SHEL vs CCJ
+159.0%
+3.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -3.6% | -13.2% | +9.6% | -1.8% |
| 3M | +12.0% | -27.6% | +39.7% | +16.8% |
| 6M | +19.7% | -38.7% | +58.4% | +27.5% |
| YTD | +39.6% | -22.7% | +62.3% | +41.4% |
| 1Y | +36.4% | -17.6% | +54.0% | +36.4% |
| 3Y | +70.2% | +62.7% | +7.5% | +39.1% |
| All | +162.6% | +159.0% | +3.7% | +90.2% |
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 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