+169.4%
CCJ vs VEU
+74.2%
+95.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.3% |
| 7D | +4.2% | +0.3% | +3.9% | +3.7% |
| 30D | +3.2% | +0.7% | +2.5% | +2.4% |
| 3M | -1.8% | +4.7% | -6.5% | -7.9% |
| 6M | -13.5% | +11.6% | -25.2% | -25.4% |
| YTD | +9.7% | +16.8% | -7.1% | -10.6% |
| 1Y | +30.0% | +24.9% | +5.1% | -3.2% |
| All | +169.4% | +74.2% | +95.2% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling