+120.7%
VLO vs CCJ
-22.9%
+143.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.2% |
| 7D | +9.6% | -0.8% | +10.4% | +9.6% |
| 30D | -17.4% | -13.2% | -4.2% | -18.2% |
| 3M | +10.8% | -27.6% | +38.4% | +8.6% |
| 6M | +56.9% | -38.7% | +95.7% | +53.6% |
| YTD | +136.8% | -22.7% | +159.5% | +121.9% |
| 1Y | +120.7% | -17.6% | +138.2% | +105.9% |
| All | +120.7% | -22.9% | +143.5% | +105.9% |
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 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