+192.7%
VLO vs CCJ
+174.2%
+18.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.2% |
| 7D | +5.8% | +5.9% | -0.2% | +5.5% |
| 30D | +28.3% | +4.7% | +23.6% | +28.0% |
| 3M | +48.7% | -3.3% | +52.0% | +48.8% |
| 6M | +71.9% | -7.0% | +78.9% | +71.4% |
| YTD | +138.7% | +11.5% | +127.2% | +133.2% |
| 1Y | +148.5% | +32.3% | +116.2% | +136.1% |
| 3Y | +192.7% | +176.8% | +15.8% | +125.0% |
| All | +192.7% | +174.2% | +18.4% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling