-25.9%
CCJ vs VMC
+3.7%
-29.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -3.3% |
| 7D | -14.5% | +12.3% | -26.8% | -19.3% |
| 30D | -18.1% | +21.2% | -39.3% | -25.8% |
| 3M | -23.0% | +4.6% | -27.6% | -24.9% |
| 6M | -39.4% | +3.9% | -43.3% | -41.1% |
| YTD | -21.7% | +5.0% | -26.6% | -30.1% |
| 1Y | -25.9% | +2.6% | -28.5% | -32.3% |
| All | -25.9% | +3.7% | -29.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling