+163.9%
CCJ vs VEU
+47.6%
+116.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.8% | +2.1% | -2.9% | -3.6% |
| 30D | -13.2% | -0.9% | -12.3% | -11.7% |
| 3M | -27.6% | -5.4% | -22.3% | -21.0% |
| 6M | -38.7% | -1.8% | -36.9% | -36.1% |
| YTD | -22.7% | +10.9% | -33.6% | -31.3% |
| 1Y | -17.6% | +13.6% | -31.1% | -28.9% |
| 3Y | +62.7% | +69.3% | -6.6% | -17.0% |
| All | +163.9% | +47.6% | +116.4% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling