+325.3%
VWO vs CCJ
+472.9%
-147.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +0.2% | +4.2% | -4.0% | -1.1% |
| 30D | +0.9% | +3.2% | -2.3% | -0.3% |
| 3M | +4.3% | -1.8% | +6.1% | +4.2% |
| 6M | +10.5% | -13.5% | +24.1% | +13.7% |
| YTD | +13.4% | +9.7% | +3.6% | +7.4% |
| 1Y | +18.6% | +30.0% | -11.4% | +4.3% |
| 3Y | +65.8% | +172.6% | -106.8% | +7.5% |
| 5Y | +35.2% | +342.9% | -307.7% | -32.2% |
| 10Y | +116.6% | +1,099.7% | -983.1% | -39.9% |
| All | +325.3% | +472.9% | -147.6% | +31.4% |
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