+303.7%
CCJ vs VIG
+61.5%
+242.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.3% |
| 7D | -3.2% | -2.2% | -1.0% | -0.1% |
| 30D | -1.3% | -3.2% | +1.9% | +3.3% |
| 3M | +2.5% | +3.0% | -0.5% | -1.4% |
| 6M | -18.9% | +8.1% | -27.0% | -26.3% |
| YTD | +6.5% | +9.1% | -2.6% | -4.2% |
| 1Y | +22.8% | +12.6% | +10.3% | +6.4% |
| 3Y | +164.5% | +55.4% | +109.1% | +50.9% |
| 5Y | +303.7% | +62.8% | +240.9% | +130.4% |
| All | +303.7% | +61.5% | +242.3% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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