+470.5%
SLB vs CCJ
+1,583.6%
-1,113.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | +15.8% | +6.9% | +9.0% | +12.7% |
| 3M | -0.3% | -11.6% | +11.3% | +2.7% |
| 6M | +21.3% | -16.2% | +37.6% | +25.6% |
| YTD | +52.3% | +10.1% | +42.2% | +42.1% |
| 1Y | +63.6% | +32.3% | +31.3% | +39.0% |
| 3Y | +3.8% | +171.3% | -167.5% | -37.2% |
| 5Y | +128.6% | +372.4% | -243.7% | +5.4% |
| 10Y | -3.1% | +1,070.0% | -1,073.1% | -71.9% |
| All | +470.5% | +1,583.6% | -1,113.2% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling