+405.5%
SLB vs CCJ
+1,142.1%
-736.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.4% |
| 7D | -1.2% | +3.7% | -4.8% | -2.5% |
| 30D | +4.5% | -13.7% | +18.2% | +9.5% |
| 3M | -4.6% | -24.7% | +20.1% | +4.1% |
| 6M | -6.3% | -38.1% | +31.9% | +8.2% |
| YTD | +35.0% | -18.8% | +53.7% | +38.9% |
| 1Y | +38.8% | -19.5% | +58.3% | +42.5% |
| 3Y | +3.3% | +75.9% | -72.6% | -27.2% |
| 5Y | +73.6% | +173.1% | -99.5% | -2.0% |
| 10Y | -14.2% | +813.5% | -827.7% | -73.0% |
| All | +405.5% | +1,142.1% | -736.6% | +63.6% |
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