+1,082.1%
CCJ vs VFC
+604.6%
+477.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.3% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -13.2% | +25.5% | -38.7% | -18.4% |
| 3M | -27.6% | +41.3% | -68.9% | -34.2% |
| 6M | -38.7% | +22.2% | -60.9% | -42.6% |
| YTD | -22.7% | +16.4% | -39.1% | -26.9% |
| 1Y | -17.6% | +38.4% | -56.0% | -25.8% |
| 3Y | +62.7% | +56.2% | +6.5% | +22.0% |
| 5Y | +159.7% | -68.2% | +227.9% | +215.1% |
| 10Y | +769.3% | -48.4% | +817.7% | +737.5% |
| All | +1,082.1% | +604.6% | +477.5% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling