+167.6%
VXUS vs CCJ
+135.3%
+32.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +1.7% |
| 7D | +0.8% | +2.7% | -1.9% | +0.2% |
| 30D | -1.9% | -14.4% | +12.5% | +1.0% |
| 3M | -4.4% | -22.6% | +18.2% | +0.2% |
| 6M | -2.0% | -35.4% | +33.5% | +6.0% |
| YTD | +11.1% | -17.6% | +28.7% | +13.6% |
| 1Y | +15.1% | -18.1% | +33.2% | +17.4% |
| 3Y | +70.4% | +79.6% | -9.1% | +41.5% |
| 5Y | +47.2% | +175.3% | -128.1% | +6.9% |
| 10Y | +142.3% | +844.8% | -702.5% | +14.5% |
| All | +167.6% | +135.3% | +32.3% | +69.9% |
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