+1,142.1%
CCJ vs VFC
+603.2%
+538.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +3.7% | -1.4% | +5.1% | +4.1% |
| 30D | -13.7% | +30.7% | -44.4% | -19.8% |
| 3M | -24.7% | +40.6% | -65.4% | -31.5% |
| 6M | -38.1% | +16.5% | -54.6% | -41.4% |
| YTD | -18.8% | +16.2% | -34.9% | -23.2% |
| 1Y | -19.5% | +42.4% | -62.0% | -28.1% |
| 3Y | +75.9% | +48.1% | +27.8% | +34.1% |
| 5Y | +173.1% | -67.8% | +240.9% | +230.2% |
| 10Y | +813.5% | -48.5% | +861.9% | +780.6% |
| All | +1,142.1% | +603.2% | +538.9% | +515.5% |
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