+52.6%
XOM vs CCJ
-26.2%
+78.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.7% |
| 7D | -7.0% | -14.5% | +7.5% | -8.3% |
| 30D | +3.2% | -18.1% | +21.3% | +1.5% |
| 3M | +10.7% | -23.0% | +33.7% | +8.3% |
| 6M | +11.6% | -39.4% | +51.0% | +8.7% |
| YTD | +43.5% | -21.7% | +65.1% | +38.3% |
| 1Y | +52.6% | -25.9% | +78.5% | +47.0% |
| All | +52.6% | -26.2% | +78.8% | +47.0% |
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