+1,056.5%
CCJ vs VEEV
+556.2%
+500.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.0% | -4.6% | +0.6% | -3.1% |
| 30D | -2.4% | +8.6% | -11.0% | -4.4% |
| 3M | -2.3% | +62.4% | -64.7% | -12.8% |
| 6M | -16.2% | +40.3% | -56.5% | -23.2% |
| YTD | +5.7% | +17.5% | -11.9% | +0.4% |
| 1Y | +21.3% | -6.1% | +27.4% | +21.2% |
| 3Y | +159.4% | +16.7% | +142.7% | +139.8% |
| 5Y | +300.7% | -13.3% | +314.0% | +280.3% |
| All | +1,056.5% | +556.2% | +500.3% | +710.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling