+73.1%
XOP vs CCJ
+140.6%
-67.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | +0.5% | +3.7% | -3.2% | -1.4% |
| 30D | -7.3% | -13.7% | +6.4% | -1.6% |
| 3M | +1.4% | -24.7% | +26.1% | +13.2% |
| 6M | +7.8% | -38.1% | +45.9% | +28.6% |
| YTD | +44.5% | -18.8% | +63.3% | +45.0% |
| 1Y | +37.0% | -19.5% | +56.6% | +36.9% |
| 3Y | +40.8% | +75.9% | -35.1% | -17.8% |
| 5Y | +88.7% | +173.1% | -84.5% | -20.1% |
| 10Y | +49.9% | +813.5% | -763.6% | -74.3% |
| All | +73.1% | +140.6% | -67.5% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling