+51.8%
XOP vs CCJ
+24.9%
+26.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.1% |
| 7D | +1.6% | -3.2% | +4.8% | +1.4% |
| 30D | +9.6% | -1.3% | +10.9% | +9.5% |
| 3M | +16.9% | +2.5% | +14.4% | +17.2% |
| 6M | +24.0% | -18.9% | +42.9% | +24.1% |
| YTD | +56.2% | +6.5% | +49.7% | +56.5% |
| 1Y | +51.8% | +22.8% | +29.0% | +55.6% |
| All | +51.8% | +24.9% | +26.9% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling