+921.0%
VLO vs CCJ
+1,110.5%
-189.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +6.2% | +4.2% | +2.1% | +5.3% |
| 30D | +23.5% | +3.2% | +20.3% | +22.5% |
| 3M | +53.9% | -1.8% | +55.7% | +53.2% |
| 6M | +81.7% | -13.5% | +95.2% | +83.4% |
| YTD | +142.5% | +9.7% | +132.7% | +130.1% |
| 1Y | +145.4% | +30.0% | +115.4% | +119.7% |
| 3Y | +197.3% | +172.6% | +24.7% | +107.4% |
| 5Y | +614.6% | +342.9% | +271.7% | +313.5% |
| All | +921.0% | +1,110.5% | -189.4% | +334.5% |
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