+98.0%
VLO vs CCJ
-21.4%
+119.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.9% |
| 7D | -9.5% | +0.4% | -10.0% | -9.5% |
| 30D | -19.1% | -17.2% | -1.9% | -20.1% |
| 3M | +11.4% | -25.1% | +36.5% | +9.6% |
| 6M | +46.7% | -37.6% | +84.3% | +44.2% |
| YTD | +118.6% | -20.4% | +139.0% | +105.8% |
| All | +98.0% | -21.4% | +119.5% | +86.5% |
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 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