+1,056.5%
CCJ vs VIVK
-100.0%
+1,156.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.8% |
| 7D | -4.0% | -4.4% | +0.3% | -4.0% |
| 30D | -2.4% | -40.8% | +38.4% | -2.3% |
| 3M | -2.3% | -94.1% | +91.8% | -2.1% |
| 6M | -16.2% | -98.2% | +82.0% | -15.9% |
| YTD | +5.7% | -98.0% | +103.7% | +5.9% |
| 1Y | +21.3% | -100.0% | +121.2% | +22.4% |
| 3Y | +159.4% | -100.0% | +259.4% | +161.6% |
| 5Y | +300.7% | -100.0% | +400.6% | +303.7% |
| All | +1,056.5% | -100.0% | +1,156.5% | +1,186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling