+163.6%
CCJ vs VRSN
+35.4%
+128.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -16.7% | +3.6% | -20.2% | -17.3% |
| 3M | -27.5% | +10.8% | -38.3% | -29.2% |
| 6M | -38.6% | +9.9% | -48.6% | -40.3% |
| YTD | -21.5% | +29.8% | -51.4% | -28.1% |
| 1Y | -22.3% | +26.3% | -48.6% | -28.2% |
| 3Y | +69.9% | +53.5% | +16.4% | +39.2% |
| 5Y | +163.6% | +34.8% | +128.8% | +112.9% |
| All | +163.6% | +35.4% | +128.2% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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