+1,101.1%
CCJ vs VMC
+153.7%
+947.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.2% |
| 7D | +4.2% | -5.3% | +9.5% | +6.5% |
| 30D | +3.2% | -12.3% | +15.4% | +8.7% |
| 3M | -1.8% | -10.3% | +8.4% | +2.2% |
| 6M | -13.5% | -8.6% | -5.0% | -10.7% |
| YTD | +9.7% | -11.9% | +21.6% | +14.6% |
| 1Y | +30.0% | -13.9% | +43.9% | +37.1% |
| 3Y | +172.6% | +18.2% | +154.4% | +151.9% |
| 5Y | +342.9% | +47.7% | +295.2% | +275.2% |
| All | +1,101.1% | +153.7% | +947.4% | +770.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling