+790.3%
VLO vs CCJ
+765.4%
+25.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +9.6% | -0.8% | +10.4% | +9.8% |
| 30D | -17.4% | -13.2% | -4.2% | -15.3% |
| 3M | +10.8% | -27.6% | +38.4% | +17.4% |
| 6M | +56.9% | -38.7% | +95.7% | +70.7% |
| YTD | +136.8% | -22.7% | +159.5% | +139.6% |
| 1Y | +120.7% | -17.6% | +138.2% | +119.4% |
| 3Y | +231.9% | +62.7% | +169.2% | +157.9% |
| 5Y | +479.0% | +159.7% | +319.3% | +275.9% |
| All | +790.3% | +765.4% | +25.0% | +246.9% |
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