+395.2%
SLB vs CCJ
+1,091.6%
-696.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.8% | -0.9% |
| 7D | -7.1% | -7.3% | +0.2% | -4.7% |
| 30D | +4.1% | -20.0% | +24.0% | +11.9% |
| 3M | -2.6% | -23.8% | +21.2% | +5.8% |
| 6M | -8.6% | -42.4% | +33.8% | +8.3% |
| YTD | +32.2% | -22.1% | +54.3% | +38.1% |
| 1Y | +40.7% | -20.8% | +61.5% | +45.2% |
| 3Y | -4.5% | +75.7% | -80.3% | -32.8% |
| 5Y | +66.4% | +167.4% | -101.1% | -5.5% |
| 10Y | -15.1% | +826.3% | -841.4% | -73.4% |
| All | +395.2% | +1,091.6% | -696.4% | +62.6% |
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 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