+79.6%
XOM vs CCJ
+67.4%
+12.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.5% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | -3.6% | -13.2% | +9.6% | -3.6% |
| 3M | +8.2% | -27.6% | +35.9% | +8.4% |
| 6M | +14.0% | -38.7% | +52.7% | +14.7% |
| YTD | +44.6% | -22.7% | +67.3% | +43.2% |
| 1Y | +47.8% | -17.6% | +65.3% | +45.8% |
| 3Y | +79.6% | +62.7% | +16.9% | +63.2% |
| All | +79.6% | +67.4% | +12.2% | +63.2% |
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 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