+176.8%
CCJ vs VMC
+22.8%
+154.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +2.0% |
| 7D | +5.9% | -0.5% | +6.5% | +6.1% |
| 30D | +4.7% | -9.1% | +13.8% | +9.7% |
| 3M | -3.3% | -4.1% | +0.9% | -2.0% |
| 6M | -7.0% | -5.5% | -1.5% | -5.0% |
| YTD | +11.5% | -8.9% | +20.4% | +14.7% |
| 1Y | +32.3% | -12.9% | +45.2% | +39.4% |
| 3Y | +176.8% | +22.1% | +154.7% | +152.4% |
| All | +176.8% | +22.8% | +154.0% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling