+1,065.3%
CCJ vs VCLT
+17.0%
+1,048.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -3.2% | -1.3% | -1.9% | -2.7% |
| 30D | -1.3% | -1.1% | -0.2% | -0.9% |
| 3M | +2.5% | -3.7% | +6.2% | +4.0% |
| 6M | -18.9% | -4.0% | -14.9% | -17.5% |
| YTD | +6.5% | -3.4% | +9.9% | +8.1% |
| 1Y | +22.8% | -4.1% | +27.0% | +25.1% |
| 3Y | +164.5% | +11.0% | +153.5% | +156.8% |
| 5Y | +303.7% | -17.0% | +320.7% | +315.8% |
| All | +1,065.3% | +17.0% | +1,048.3% | +1,076.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling