+1,918.3%
XOM vs CCJ
+1,583.6%
+334.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +0.7% | +1.0% | +1.5% |
| 30D | +5.9% | +6.9% | -1.0% | +4.0% |
| 3M | +5.6% | -11.6% | +17.2% | +7.4% |
| 6M | +7.9% | -16.2% | +24.1% | +9.5% |
| YTD | +35.2% | +10.1% | +25.1% | +28.2% |
| 1Y | +46.0% | +32.3% | +13.7% | +30.5% |
| 3Y | +55.0% | +171.3% | -116.3% | +10.8% |
| 5Y | +246.3% | +372.4% | -126.1% | +105.9% |
| 10Y | +181.0% | +1,070.0% | -889.1% | +21.6% |
| All | +1,918.3% | +1,583.6% | +334.6% | +703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling