+911.8%
VLO vs CCJ
+1,074.4%
-162.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | +4.0% | -3.2% | +7.2% | +4.7% |
| 30D | +19.0% | -1.3% | +20.3% | +19.1% |
| 3M | +50.0% | +2.5% | +47.5% | +48.1% |
| 6M | +79.1% | -18.9% | +98.0% | +83.4% |
| YTD | +140.3% | +6.5% | +133.8% | +129.4% |
| 1Y | +148.3% | +22.8% | +125.5% | +125.1% |
| 3Y | +194.6% | +164.5% | +30.2% | +106.8% |
| 5Y | +609.6% | +303.7% | +305.9% | +320.8% |
| All | +911.8% | +1,074.4% | -162.6% | +333.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling