+54.8%
XOP vs CCJ
+1,074.4%
-1,019.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.2% |
| 7D | +1.6% | -3.2% | +4.8% | +2.6% |
| 30D | +9.6% | -1.3% | +10.9% | +9.6% |
| 3M | +16.9% | +2.5% | +14.4% | +14.6% |
| 6M | +24.0% | -18.9% | +42.9% | +28.3% |
| YTD | +56.2% | +6.5% | +49.7% | +45.2% |
| 1Y | +51.8% | +22.8% | +29.0% | +30.1% |
| 3Y | +37.0% | +164.5% | -127.5% | -19.5% |
| 5Y | +163.4% | +303.7% | -140.3% | +22.0% |
| All | +54.8% | +1,074.4% | -1,019.6% | -52.4% |
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