+303.7%
CCJ vs VIVK
-100.0%
+403.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.0% |
| 7D | -3.2% | -9.5% | +6.3% | -3.1% |
| 30D | -1.3% | -35.1% | +33.8% | -1.0% |
| 3M | +2.5% | -93.4% | +95.9% | +4.6% |
| 6M | -18.9% | -98.0% | +79.1% | -16.7% |
| YTD | +6.5% | -97.9% | +104.3% | +8.3% |
| 1Y | +22.8% | -100.0% | +122.8% | +31.9% |
| 3Y | +164.5% | -100.0% | +264.5% | +179.2% |
| 5Y | +303.7% | -100.0% | +403.7% | +333.9% |
| All | +303.7% | -100.0% | +403.7% | +333.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling