+257.2%
XOM vs CCJ
+281.7%
-24.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | +4.1% | -4.0% | +8.1% | +4.6% |
| 30D | +4.6% | -2.4% | +7.0% | +4.7% |
| 3M | +14.0% | -2.3% | +16.3% | +13.8% |
| 6M | +11.0% | -16.2% | +27.2% | +12.2% |
| YTD | +40.7% | +5.7% | +35.0% | +36.5% |
| 1Y | +52.3% | +21.3% | +31.1% | +42.9% |
| 3Y | +60.5% | +159.4% | -98.9% | +23.1% |
| All | +257.2% | +281.7% | -24.5% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling