+813.5%
CCJ vs VO
+202.1%
+611.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.7% |
| 7D | +3.7% | +0.2% | +3.5% | +3.6% |
| 30D | -13.7% | +2.0% | -15.7% | -15.3% |
| 3M | -24.7% | -0.3% | -24.4% | -24.1% |
| 6M | -38.1% | +7.3% | -45.4% | -41.8% |
| YTD | -18.8% | +15.0% | -33.8% | -28.2% |
| 1Y | -19.5% | +14.7% | -34.2% | -28.5% |
| 3Y | +75.9% | +67.3% | +8.6% | +9.2% |
| 5Y | +173.1% | +38.8% | +134.3% | +103.5% |
| 10Y | +813.5% | +201.6% | +611.9% | +247.1% |
| All | +813.5% | +202.1% | +611.3% | +247.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling