+32.3%
CCJ vs VEU
+28.8%
+3.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.8% |
| 7D | +0.7% | +1.1% | -0.4% | -1.2% |
| 30D | +6.9% | +2.2% | +4.7% | +3.2% |
| 3M | -11.6% | +3.0% | -14.6% | -15.5% |
| 6M | -16.2% | +10.9% | -27.1% | -28.2% |
| YTD | +10.1% | +18.2% | -8.1% | -16.3% |
| 1Y | +32.3% | +28.3% | +4.0% | -10.9% |
| All | +32.3% | +28.8% | +3.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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