+133.0%
CCJ vs VEU
+174.2%
-41.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.8% | +2.1% | -2.9% | -3.0% |
| 30D | -13.2% | -0.9% | -12.3% | -12.0% |
| 3M | -27.6% | -5.4% | -22.3% | -22.4% |
| 6M | -38.7% | -1.8% | -36.9% | -36.5% |
| YTD | -22.7% | +10.9% | -33.6% | -29.4% |
| 1Y | -17.6% | +13.6% | -31.1% | -26.6% |
| 3Y | +62.7% | +69.3% | -6.6% | -5.7% |
| 5Y | +159.7% | +48.1% | +111.6% | +77.7% |
| 10Y | +769.3% | +148.0% | +621.4% | +238.1% |
| All | +133.0% | +174.2% | -41.2% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling