-25.9%
CCJ vs VRSK
-8.8%
-17.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.1% |
| 7D | -14.5% | +4.2% | -18.7% | -13.1% |
| 30D | -18.1% | +21.2% | -39.2% | -12.0% |
| 3M | -23.0% | +2.9% | -25.9% | -21.7% |
| 6M | -39.4% | +11.3% | -50.7% | -36.2% |
| YTD | -21.7% | -10.8% | -10.8% | -24.3% |
| 1Y | -25.9% | -9.2% | -16.8% | -28.2% |
| All | -25.9% | -8.8% | -17.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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