+105.4%
VLO vs CCJ
-19.9%
+125.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.8% |
| 7D | -0.4% | +3.7% | -4.1% | -0.2% |
| 30D | -16.6% | -13.7% | -2.9% | -17.4% |
| 3M | +12.3% | -24.7% | +37.0% | +10.5% |
| 6M | +47.8% | -38.1% | +86.0% | +45.4% |
| YTD | +126.7% | -18.8% | +145.5% | +113.6% |
| 1Y | +105.4% | -19.5% | +124.9% | +93.6% |
| All | +105.4% | -19.9% | +125.2% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling