-4.8%
SLB vs CCJ
+1,070.5%
-1,075.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +0.4% | +5.9% | -5.5% | -1.2% |
| 30D | +13.6% | +4.7% | +8.9% | +11.7% |
| 3M | +1.5% | -3.3% | +4.8% | +1.5% |
| 6M | +23.0% | -7.0% | +30.1% | +23.1% |
| YTD | +51.2% | +11.5% | +39.8% | +42.2% |
| 1Y | +63.5% | +32.3% | +31.2% | +42.6% |
| 3Y | +2.5% | +176.8% | -174.3% | -34.9% |
| 5Y | +139.2% | +351.8% | -212.6% | +20.5% |
| 10Y | -4.8% | +1,080.5% | -1,085.3% | -66.6% |
| All | -4.8% | +1,070.5% | -1,075.2% | -66.6% |
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