+368.9%
CCJ vs VIVK
-100.0%
+468.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.4% | +1.2% |
| 7D | +5.9% | +13.1% | -7.1% | +5.9% |
| 30D | +4.7% | -29.7% | +34.4% | +4.7% |
| 3M | -3.3% | -93.0% | +89.7% | -3.4% |
| 6M | -7.0% | -98.0% | +90.9% | -7.2% |
| YTD | +11.5% | -97.8% | +109.2% | +11.4% |
| 1Y | +32.3% | -100.0% | +132.2% | +32.0% |
| 3Y | +176.8% | -100.0% | +276.8% | +176.3% |
| 5Y | +351.8% | -100.0% | +451.8% | +350.8% |
| 10Y | +1,080.5% | -100.0% | +1,180.5% | +1,087.7% |
| All | +368.9% | -100.0% | +468.9% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling