+62.5%
SLB vs CCJ
+163.1%
-100.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.8% | -0.4% |
| 7D | -7.1% | -7.3% | +0.2% | -5.6% |
| 30D | +4.1% | -20.0% | +24.0% | +9.1% |
| 3M | -2.6% | -23.8% | +21.2% | +2.8% |
| 6M | -8.6% | -42.4% | +33.8% | +2.3% |
| YTD | +32.2% | -22.1% | +54.3% | +36.0% |
| 1Y | +40.7% | -20.8% | +61.5% | +43.6% |
| 3Y | -4.5% | +75.7% | -80.3% | -28.7% |
| All | +62.5% | +163.1% | -100.5% | +4.9% |
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