+191.6%
XOM vs CCJ
+1,074.4%
-882.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +1.9% | -3.2% | +5.0% | +2.4% |
| 30D | +4.1% | -1.3% | +5.4% | +4.1% |
| 3M | +10.4% | +2.5% | +7.9% | +9.2% |
| 6M | +13.0% | -18.9% | +31.9% | +15.3% |
| YTD | +40.1% | +6.5% | +33.6% | +34.8% |
| 1Y | +51.1% | +22.8% | +28.3% | +39.4% |
| 3Y | +57.7% | +164.5% | -106.8% | +17.3% |
| 5Y | +264.7% | +303.7% | -39.0% | +135.4% |
| All | +191.6% | +1,074.4% | -882.8% | +44.2% |
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