+846.4%
CCJ vs VNQ
+387.0%
+459.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +4.2% | -0.9% | +5.1% | +4.7% |
| 30D | +3.2% | -2.2% | +5.4% | +4.4% |
| 3M | -1.8% | -1.9% | +0.1% | -1.0% |
| 6M | -13.5% | +3.2% | -16.8% | -15.1% |
| YTD | +9.7% | +9.4% | +0.4% | +4.4% |
| 1Y | +30.0% | +7.5% | +22.5% | +24.4% |
| 3Y | +172.6% | +31.1% | +141.5% | +131.6% |
| 5Y | +342.9% | +6.6% | +336.4% | +322.9% |
| 10Y | +1,099.7% | +63.9% | +1,035.8% | +789.0% |
| All | +846.4% | +387.0% | +459.5% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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