+88.7%
XOP vs CCJ
+182.9%
-94.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | +0.5% | +3.7% | -3.2% | -0.4% |
| 30D | -7.3% | -13.7% | +6.4% | -4.6% |
| 3M | +1.4% | -24.7% | +26.1% | +7.0% |
| 6M | +7.8% | -38.1% | +45.9% | +18.1% |
| YTD | +44.5% | -18.8% | +63.3% | +43.8% |
| 1Y | +37.0% | -19.5% | +56.6% | +36.1% |
| 3Y | +40.8% | +75.9% | -35.1% | -2.3% |
| 5Y | +88.7% | +173.1% | -84.5% | +7.1% |
| All | +88.7% | +182.9% | -94.2% | +7.1% |
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