+33.8%
VWO vs CCJ
+281.7%
-247.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -1.8% | -4.0% | +2.3% | -1.2% |
| 30D | -0.1% | -2.4% | +2.3% | +0.1% |
| 3M | +2.2% | -2.3% | +4.6% | +2.3% |
| 6M | +8.8% | -16.2% | +25.0% | +10.9% |
| YTD | +12.4% | +5.7% | +6.7% | +10.6% |
| 1Y | +15.6% | +21.3% | -5.7% | +10.7% |
| 3Y | +62.5% | +159.4% | -96.9% | +35.2% |
| All | +33.8% | +281.7% | -247.9% | +2.7% |
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