+1,082.1%
CCJ vs VMC
+2,271.5%
-1,189.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.2% |
| 30D | -13.2% | +15.5% | -28.6% | -18.2% |
| 3M | -27.6% | +0.6% | -28.2% | -28.0% |
| 6M | -38.7% | +2.1% | -40.8% | -39.6% |
| YTD | -22.7% | -1.6% | -21.1% | -22.9% |
| 1Y | -17.6% | -1.2% | -16.4% | -17.9% |
| 3Y | +62.7% | +35.3% | +27.4% | +42.2% |
| 5Y | +159.7% | +43.6% | +116.1% | +120.8% |
| 10Y | +769.3% | +126.7% | +642.6% | +476.6% |
| All | +1,082.1% | +2,271.5% | -1,189.4% | +262.7% |
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