+300.2%
CCJ vs VRSK
-11.8%
+311.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.0% | -5.2% | +1.1% | -3.5% |
| 30D | -2.4% | -2.3% | -0.1% | -2.2% |
| 3M | -2.3% | -2.9% | +0.6% | -2.8% |
| 6M | -16.2% | -12.8% | -3.4% | -14.9% |
| YTD | +5.7% | -20.8% | +26.5% | +9.7% |
| 1Y | +21.3% | -33.2% | +54.5% | +33.0% |
| 3Y | +159.4% | -26.6% | +186.0% | +161.8% |
| All | +300.2% | -11.8% | +311.9% | +261.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling