+601.6%
VLO vs CCJ
+346.5%
+255.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.1% |
| 7D | +5.8% | +5.9% | -0.2% | +4.9% |
| 30D | +28.3% | +4.7% | +23.6% | +27.3% |
| 3M | +48.7% | -3.3% | +52.0% | +48.7% |
| 6M | +71.9% | -7.0% | +78.9% | +71.0% |
| YTD | +138.7% | +11.5% | +127.2% | +128.6% |
| 1Y | +148.5% | +32.3% | +116.2% | +127.0% |
| 3Y | +192.7% | +176.8% | +15.8% | +113.3% |
| 5Y | +601.6% | +351.8% | +249.8% | +343.4% |
| All | +601.6% | +346.5% | +255.1% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling