+176.5%
XLE vs CCJ
+778.2%
-601.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.2% |
| 7D | +4.4% | +5.0% | -0.7% | +3.2% |
| 30D | -4.3% | -16.7% | +12.4% | -0.8% |
| 3M | +6.0% | -27.5% | +33.6% | +12.7% |
| 6M | +13.2% | -38.6% | +51.8% | +23.9% |
| YTD | +46.7% | -21.5% | +68.3% | +48.5% |
| 1Y | +46.6% | -22.3% | +68.9% | +48.1% |
| 3Y | +69.6% | +69.9% | -0.3% | +29.4% |
| 5Y | +166.5% | +163.6% | +2.9% | +70.0% |
| All | +176.5% | +778.2% | -601.8% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling