+51.7%
XOP vs CCJ
+765.4%
-713.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +6.3% | -0.8% | +7.1% | +6.5% |
| 30D | -6.6% | -13.2% | +6.6% | -2.9% |
| 3M | +3.6% | -27.6% | +31.2% | +13.0% |
| 6M | +10.8% | -38.7% | +49.5% | +25.6% |
| YTD | +48.3% | -22.7% | +71.0% | +50.7% |
| 1Y | +42.9% | -17.6% | +60.5% | +41.5% |
| 3Y | +43.3% | +62.7% | -19.4% | -1.2% |
| 5Y | +94.0% | +159.7% | -65.8% | +3.8% |
| All | +51.7% | +765.4% | -713.7% | -57.2% |
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 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