+168.3%
VXUS vs CCJ
+132.0%
+36.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.5% |
| 7D | -0.5% | +3.7% | -4.2% | -1.3% |
| 30D | -1.2% | -13.7% | +12.5% | +1.6% |
| 3M | -3.8% | -24.7% | +20.9% | +1.3% |
| 6M | -1.7% | -38.1% | +36.5% | +7.2% |
| YTD | +11.4% | -18.8% | +30.2% | +14.2% |
| 1Y | +13.3% | -19.5% | +32.8% | +16.1% |
| 3Y | +70.0% | +75.9% | -5.9% | +41.7% |
| 5Y | +48.1% | +173.1% | -125.0% | +7.7% |
| 10Y | +147.1% | +813.5% | -666.4% | +17.8% |
| All | +168.3% | +132.0% | +36.3% | +70.8% |
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