-16.6%
SLB vs CCJ
+859.4%
-876.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.7% |
| 7D | -3.7% | +2.7% | -6.4% | -4.5% |
| 30D | +2.9% | -14.4% | +17.3% | +7.3% |
| 3M | +0.2% | -22.6% | +22.8% | +7.0% |
| 6M | -4.4% | -35.4% | +31.0% | +6.6% |
| YTD | +33.4% | -17.6% | +51.0% | +36.1% |
| 1Y | +40.8% | -18.1% | +58.9% | +43.2% |
| 3Y | +3.2% | +79.6% | -76.4% | -25.5% |
| 5Y | +64.8% | +175.3% | -110.5% | -3.4% |
| 10Y | -16.6% | +844.8% | -861.4% | -72.1% |
| All | -16.6% | +859.4% | -876.0% | -72.1% |
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