+1,583.6%
CCJ vs VMC
+2,131.2%
-547.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.7% | -4.3% | +5.1% | +2.5% |
| 30D | +6.9% | -8.2% | +15.1% | +10.6% |
| 3M | -11.6% | -7.0% | -4.6% | -9.4% |
| 6M | -16.2% | -10.8% | -5.5% | -12.6% |
| YTD | +10.1% | -7.4% | +17.5% | +12.7% |
| 1Y | +32.3% | -9.5% | +41.8% | +36.7% |
| 3Y | +171.3% | +20.5% | +150.8% | +148.4% |
| 5Y | +372.4% | +51.6% | +320.8% | +294.3% |
| 10Y | +1,070.0% | +150.0% | +920.0% | +645.0% |
| All | +1,583.6% | +2,131.2% | -547.5% | +430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling