+3.8%
VUG vs CCJ
-19.9%
+23.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | -1.1% | +3.7% | -4.8% | -1.8% |
| 30D | -7.0% | -13.7% | +6.7% | -4.3% |
| 3M | -3.7% | -24.7% | +21.0% | +1.4% |
| 6M | -1.6% | -38.1% | +36.5% | +6.8% |
| YTD | +5.1% | -18.8% | +23.9% | +6.5% |
| 1Y | +3.8% | -19.5% | +23.3% | +4.9% |
| All | +3.8% | -19.9% | +23.6% | +4.9% |
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