+72.5%
CCJ vs VO
+66.9%
+5.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.7% |
| 30D | -17.2% | +0.5% | -17.7% | -17.6% |
| 3M | -25.1% | -1.1% | -24.0% | -23.6% |
| 6M | -37.6% | +6.4% | -44.0% | -41.7% |
| YTD | -20.4% | +13.5% | -33.9% | -30.8% |
| 1Y | -22.5% | +13.6% | -36.1% | -32.5% |
| 3Y | +72.5% | +65.2% | +7.3% | +17.3% |
| All | +72.5% | +66.9% | +5.6% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling