+1,588.6%
CCJ vs VO
+827.2%
+761.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.4% |
| 7D | +0.7% | -0.3% | +1.0% | +1.1% |
| 30D | +6.9% | -0.3% | +7.2% | +7.5% |
| 3M | -11.6% | +2.9% | -14.6% | -14.0% |
| 6M | -16.2% | +9.3% | -25.6% | -23.3% |
| YTD | +10.1% | +14.2% | -4.1% | -3.7% |
| 1Y | +32.3% | +15.3% | +17.0% | +14.4% |
| 3Y | +171.3% | +56.2% | +115.1% | +68.1% |
| 5Y | +372.4% | +42.4% | +330.0% | +230.4% |
| 10Y | +1,070.0% | +194.7% | +875.3% | +243.9% |
| All | +1,588.6% | +827.2% | +761.4% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling