+58.1%
XLE vs CCJ
+69.7%
-11.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.2% |
| 7D | -12.0% | -7.3% | -4.7% | -11.7% |
| 30D | -2.7% | -20.0% | +17.2% | -1.8% |
| 3M | +6.6% | -23.8% | +30.4% | +7.7% |
| 6M | +9.5% | -42.4% | +51.9% | +12.7% |
| YTD | +40.6% | -22.1% | +62.6% | +39.8% |
| 1Y | +43.6% | -20.8% | +64.4% | +42.5% |
| 3Y | +58.1% | +75.7% | -17.7% | +36.7% |
| All | +58.1% | +69.7% | -11.6% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling