+49.9%
XLE vs CCJ
-26.2%
+76.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.8% |
| 7D | -7.2% | -14.5% | +7.3% | -7.9% |
| 30D | +0.1% | -18.1% | +18.2% | -0.8% |
| 3M | +9.2% | -23.0% | +32.2% | +7.9% |
| 6M | +8.4% | -39.4% | +47.8% | +7.2% |
| YTD | +44.9% | -21.7% | +66.5% | +40.6% |
| 1Y | +49.9% | -25.9% | +75.8% | +45.6% |
| All | +49.9% | -26.2% | +76.1% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling