-25.9%
CCJ vs VO
+16.3%
-42.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -3.2% |
| 7D | -14.5% | +1.0% | -15.5% | -16.3% |
| 30D | -18.1% | +2.6% | -20.7% | -22.5% |
| 3M | -23.0% | -0.3% | -22.7% | -22.1% |
| 6M | -39.4% | +7.6% | -47.0% | -47.3% |
| YTD | -21.7% | +14.7% | -36.4% | -40.1% |
| 1Y | -25.9% | +16.4% | -42.4% | -44.8% |
| All | -25.9% | +16.3% | -42.2% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling