+99.7%
CCJ vs VLTO
+55.4%
+44.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | +5.0% | +0.8% | +4.2% | +5.0% |
| 30D | -16.7% | +18.7% | -35.4% | -18.2% |
| 3M | -27.5% | +21.7% | -49.2% | -29.1% |
| 6M | -38.6% | +35.8% | -74.5% | -41.2% |
| YTD | -21.5% | +18.3% | -39.8% | -22.7% |
| 1Y | -22.3% | +20.9% | -43.2% | -23.9% |
| 3Y | +69.9% | +68.8% | +1.0% | +57.8% |
| All | +99.7% | +55.4% | +44.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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