+754.3%
VLO vs CCJ
+785.0%
-30.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.3% |
| 7D | -0.4% | +3.7% | -4.1% | -1.2% |
| 30D | -16.6% | -13.7% | -2.9% | -14.3% |
| 3M | +12.3% | -24.7% | +37.0% | +18.1% |
| 6M | +47.8% | -38.1% | +86.0% | +60.7% |
| YTD | +126.7% | -18.8% | +145.5% | +127.3% |
| 1Y | +105.4% | -19.5% | +124.9% | +105.7% |
| 3Y | +222.0% | +75.9% | +146.1% | +145.8% |
| 5Y | +449.8% | +173.1% | +276.7% | +253.6% |
| 10Y | +754.3% | +813.5% | -59.1% | +227.5% |
| All | +754.3% | +785.0% | -30.7% | +227.5% |
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