+46.2%
SLB vs CCJ
-26.2%
+72.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -4.1% | -14.5% | +10.4% | -1.9% |
| 30D | +2.5% | -18.1% | +20.6% | +5.4% |
| 3M | +2.0% | -23.0% | +25.0% | +5.3% |
| 6M | -6.3% | -39.4% | +33.0% | +0.4% |
| YTD | +36.5% | -21.7% | +58.2% | +38.2% |
| 1Y | +46.2% | -25.9% | +72.2% | +48.4% |
| All | +46.2% | -26.2% | +72.4% | +48.4% |
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