+1,121.5%
CCJ vs VO
+822.0%
+299.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.5% |
| 3M | -25.1% | -1.1% | -24.0% | -23.8% |
| 6M | -37.6% | +6.4% | -44.0% | -41.1% |
| YTD | -20.4% | +13.5% | -33.9% | -29.6% |
| 1Y | -22.5% | +13.6% | -36.1% | -31.4% |
| 3Y | +72.5% | +65.2% | +7.3% | +0.9% |
| 5Y | +179.9% | +37.7% | +142.1% | +103.9% |
| 10Y | +772.6% | +198.4% | +574.2% | +154.1% |
| All | +1,121.5% | +822.0% | +299.5% | -9.8% |
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 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