+19,368.0%
VLO vs CCJ
+1,583.6%
+17,784.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | +22.6% | +6.9% | +15.7% | +19.7% |
| 3M | +43.8% | -11.6% | +55.4% | +47.3% |
| 6M | +65.7% | -16.2% | +82.0% | +69.0% |
| YTD | +131.1% | +10.1% | +121.0% | +114.3% |
| 1Y | +143.6% | +32.3% | +111.4% | +107.5% |
| 3Y | +201.4% | +171.3% | +30.1% | +87.9% |
| 5Y | +568.9% | +372.4% | +196.5% | +220.4% |
| 10Y | +891.8% | +1,070.0% | -178.2% | +200.1% |
| All | +19,368.0% | +1,583.6% | +17,784.3% | +6,115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling