+183.8%
VXUS vs CCJ
+214.5%
-30.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +2.2% | +6.9% | -4.7% | +0.7% |
| 3M | +3.0% | -11.6% | +14.6% | +5.1% |
| 6M | +10.7% | -16.2% | +26.9% | +13.5% |
| YTD | +17.8% | +10.1% | +7.7% | +14.0% |
| 1Y | +27.6% | +32.3% | -4.7% | +17.5% |
| 3Y | +73.3% | +171.3% | -98.0% | +32.4% |
| 5Y | +54.3% | +372.4% | -318.1% | -0.4% |
| 10Y | +149.8% | +1,070.0% | -920.2% | +14.1% |
| All | +183.8% | +214.5% | -30.7% | +70.6% |
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