+2,786.0%
CCJ vs VRSN
+6,422.7%
-3,636.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.7% |
| 7D | +5.9% | -2.1% | +8.1% | +6.2% |
| 30D | +4.7% | -3.9% | +8.6% | +5.2% |
| 3M | -3.3% | -0.1% | -3.2% | -3.6% |
| 6M | -7.0% | +16.4% | -23.4% | -9.6% |
| YTD | +11.5% | +17.2% | -5.8% | +8.0% |
| 1Y | +32.3% | +1.0% | +31.3% | +30.7% |
| 3Y | +176.8% | +39.1% | +137.7% | +159.7% |
| 5Y | +351.8% | +29.0% | +322.8% | +327.8% |
| 10Y | +1,080.5% | +275.8% | +804.7% | +866.9% |
| All | +2,786.0% | +6,422.7% | -3,636.7% | +1,582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling