+1,202.4%
VUG vs CCJ
+1,150.4%
+52.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | -1.1% | +3.7% | -4.8% | -1.9% |
| 30D | -7.0% | -13.7% | +6.7% | -4.0% |
| 3M | -3.7% | -24.7% | +21.0% | +2.1% |
| 6M | -1.6% | -38.1% | +36.5% | +8.4% |
| YTD | +5.1% | -18.8% | +23.9% | +7.8% |
| 1Y | +3.8% | -19.5% | +23.3% | +6.3% |
| 3Y | +79.9% | +75.9% | +4.0% | +47.7% |
| 5Y | +66.4% | +173.1% | -106.7% | +18.8% |
| 10Y | +405.3% | +813.5% | -408.2% | +142.1% |
| All | +1,202.4% | +1,150.4% | +52.0% | +449.3% |
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