+76.3%
VUG vs CCJ
+346.5%
-270.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +0.9% | +5.9% | -5.1% | -0.4% |
| 30D | -1.4% | +4.7% | -6.1% | -2.5% |
| 3M | +2.3% | -3.3% | +5.6% | +2.6% |
| 6M | +15.7% | -7.0% | +22.7% | +16.1% |
| YTD | +8.6% | +11.5% | -2.8% | +4.3% |
| 1Y | +14.1% | +32.3% | -18.2% | +4.1% |
| 3Y | +87.9% | +176.8% | -88.9% | +39.0% |
| 5Y | +76.3% | +351.8% | -275.5% | +12.2% |
| All | +76.3% | +346.5% | -270.2% | +12.2% |
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