+160.6%
XOP vs CCJ
+347.8%
-187.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +1.0% | +4.2% | -3.2% | 0.0% |
| 30D | +10.8% | +3.2% | +7.7% | +9.8% |
| 3M | +19.5% | -1.8% | +21.3% | +18.9% |
| 6M | +21.6% | -13.5% | +35.1% | +23.0% |
| YTD | +55.8% | +9.7% | +46.1% | +46.2% |
| 1Y | +54.6% | +30.0% | +24.6% | +34.8% |
| 3Y | +36.6% | +172.6% | -136.0% | -14.3% |
| 5Y | +160.6% | +342.9% | -182.3% | +33.5% |
| All | +160.6% | +347.8% | -187.2% | +33.5% |
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