-25.9%
CCJ vs VEEV
+6.7%
-32.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.2% |
| 7D | -14.5% | -2.3% | -12.2% | -14.5% |
| 30D | -18.1% | +9.6% | -27.6% | -18.0% |
| 3M | -23.0% | +46.6% | -69.6% | -22.6% |
| 6M | -39.4% | +82.5% | -121.9% | -39.4% |
| YTD | -21.7% | +39.2% | -60.8% | -16.6% |
| 1Y | -25.9% | +5.8% | -31.8% | -13.0% |
| All | -25.9% | +6.7% | -32.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 1y: compounded portfolio wealth divided by compounded VEEV 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…
1y analysis · Full analysis span regression · 6 months rolling