+349.8%
CCJ vs VFC
-78.2%
+428.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | +5.9% | +0.8% | +5.1% | +5.8% |
| 30D | +4.7% | -11.9% | +16.6% | +6.7% |
| 3M | -3.3% | -20.2% | +16.9% | -0.4% |
| 6M | -7.0% | -23.0% | +16.0% | -3.7% |
| YTD | +11.5% | -26.2% | +37.7% | +16.0% |
| 1Y | +32.3% | -13.3% | +45.6% | +33.6% |
| 3Y | +176.8% | -25.5% | +202.3% | +169.7% |
| All | +349.8% | -78.2% | +428.0% | +699.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling