+211.6%
XOM vs CCJ
+159.0%
+52.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | -3.6% | -13.2% | +9.6% | -2.3% |
| 3M | +8.2% | -27.6% | +35.9% | +11.7% |
| 6M | +14.0% | -38.7% | +52.7% | +19.7% |
| YTD | +44.6% | -22.7% | +67.3% | +44.7% |
| 1Y | +47.8% | -17.6% | +65.3% | +46.1% |
| 3Y | +79.6% | +62.7% | +16.9% | +46.0% |
| All | +211.6% | +159.0% | +52.6% | +119.1% |
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