+313.7%
IVV vs CCJ
+1,070.5%
-756.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +0.5% | +5.9% | -5.4% | -0.4% |
| 30D | -1.0% | +4.7% | -5.7% | -1.8% |
| 3M | +3.9% | -3.3% | +7.1% | +4.0% |
| 6M | +14.5% | -7.0% | +21.5% | +14.8% |
| YTD | +12.9% | +11.5% | +1.4% | +9.5% |
| 1Y | +19.4% | +32.3% | -12.9% | +11.5% |
| 3Y | +78.8% | +176.8% | -98.0% | +43.5% |
| 5Y | +82.2% | +351.8% | -269.6% | +30.6% |
| 10Y | +313.7% | +1,080.5% | -766.9% | +147.7% |
| All | +313.7% | +1,070.5% | -756.8% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling