+172.5%
VEA vs CCJ
+202.1%
-29.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +1.9% | +5.9% | -4.1% | +0.3% |
| 30D | +0.8% | +4.7% | -3.9% | -0.6% |
| 3M | +5.7% | -3.3% | +9.0% | +6.1% |
| 6M | +13.3% | -7.0% | +20.3% | +14.0% |
| YTD | +18.4% | +11.5% | +6.9% | +12.8% |
| 1Y | +27.0% | +32.3% | -5.3% | +13.5% |
| 3Y | +79.3% | +176.8% | -97.6% | +24.0% |
| 5Y | +62.1% | +351.8% | -289.7% | -9.0% |
| 10Y | +160.3% | +1,080.5% | -920.3% | -9.4% |
| All | +172.5% | +202.1% | -29.6% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling