+420.5%
VUG vs CCJ
+1,078.9%
-658.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.1% | +4.2% | -4.1% | -0.7% |
| 30D | -1.7% | +3.2% | -4.9% | -2.4% |
| 3M | +2.8% | -1.8% | +4.6% | +2.8% |
| 6M | +13.6% | -13.5% | +27.2% | +15.6% |
| YTD | +8.1% | +9.7% | -1.7% | +4.7% |
| 1Y | +13.1% | +30.0% | -16.9% | +5.0% |
| 3Y | +87.0% | +172.6% | -85.6% | +46.7% |
| 5Y | +76.0% | +342.9% | -267.0% | +22.7% |
| 10Y | +420.5% | +1,099.7% | -679.3% | +203.1% |
| All | +420.5% | +1,078.9% | -658.4% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling