+193.8%
CCJ vs VIG
+623.5%
-429.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +0.7% | -0.4% | +1.2% | +1.3% |
| 30D | +6.9% | -1.0% | +7.8% | +8.3% |
| 3M | -11.6% | +2.8% | -14.4% | -14.2% |
| 6M | -16.2% | +8.2% | -24.4% | -23.1% |
| YTD | +10.1% | +11.0% | -0.9% | -2.0% |
| 1Y | +32.3% | +16.1% | +16.1% | +11.8% |
| 3Y | +171.3% | +56.2% | +115.1% | +61.4% |
| 5Y | +372.4% | +63.0% | +309.4% | +170.7% |
| 10Y | +1,070.0% | +241.4% | +828.6% | +147.7% |
| All | +193.8% | +623.5% | -429.8% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling