+231.9%
CCJ vs VEU
+192.1%
+39.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.5% |
| 7D | +0.7% | +1.1% | -0.4% | -0.5% |
| 30D | +6.9% | +2.2% | +4.7% | +4.5% |
| 3M | -11.6% | +3.0% | -14.6% | -13.9% |
| 6M | -16.2% | +10.9% | -27.1% | -24.3% |
| YTD | +10.1% | +18.2% | -8.1% | -7.0% |
| 1Y | +32.3% | +28.3% | +4.0% | +2.1% |
| 3Y | +171.3% | +74.6% | +96.7% | +50.7% |
| 5Y | +372.4% | +56.4% | +316.0% | +203.1% |
| 10Y | +1,070.0% | +153.0% | +917.0% | +341.1% |
| All | +231.9% | +192.1% | +39.8% | +5.2% |
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 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