+723.8%
VLO vs CCJ
+767.8%
-44.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.0% |
| 7D | -9.5% | +0.4% | -10.0% | -9.6% |
| 30D | -19.1% | -17.2% | -1.9% | -16.3% |
| 3M | +11.4% | -25.1% | +36.5% | +17.2% |
| 6M | +46.7% | -37.6% | +84.3% | +59.1% |
| YTD | +118.6% | -20.4% | +139.0% | +120.0% |
| 1Y | +99.9% | -22.5% | +122.4% | +101.8% |
| 3Y | +210.5% | +72.5% | +138.0% | +137.9% |
| 5Y | +432.7% | +179.9% | +252.8% | +239.5% |
| All | +723.8% | +767.8% | -44.0% | +217.1% |
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