+63.9%
VUG vs CCJ
+169.1%
-105.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -8.9% | -17.2% | +8.4% | -5.1% |
| 3M | -5.9% | -25.1% | +19.2% | -0.2% |
| 6M | -3.3% | -37.6% | +34.3% | +6.2% |
| YTD | +3.4% | -20.4% | +23.8% | +6.3% |
| 1Y | +1.9% | -22.5% | +24.4% | +5.1% |
| 3Y | +76.9% | +72.5% | +4.5% | +42.6% |
| 5Y | +63.9% | +179.9% | -116.0% | +9.5% |
| All | +63.9% | +169.1% | -105.3% | +9.5% |
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