+82.5%
XOP vs CCJ
+226.1%
-143.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +2.6% | +0.7% | +1.8% | +2.1% |
| 30D | +15.4% | +6.9% | +8.6% | +11.3% |
| 3M | +12.1% | -11.6% | +23.7% | +16.0% |
| 6M | +19.7% | -16.2% | +35.9% | +22.7% |
| YTD | +52.4% | +10.1% | +42.3% | +34.9% |
| 1Y | +47.6% | +32.3% | +15.3% | +14.1% |
| 3Y | +34.4% | +171.3% | -136.9% | -35.8% |
| 5Y | +154.4% | +372.4% | -218.0% | -18.8% |
| 10Y | +54.7% | +1,070.0% | -1,015.4% | -76.0% |
| All | +82.5% | +226.1% | -143.6% | -56.0% |
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