+1,931.5%
CCJ vs VRSN
+7,122.6%
-5,191.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.1% |
| 3M | -27.5% | +10.8% | -38.3% | -28.6% |
| 6M | -38.6% | +9.9% | -48.6% | -39.7% |
| YTD | -21.5% | +29.8% | -51.4% | -25.1% |
| 1Y | -22.3% | +26.3% | -48.6% | -25.6% |
| 3Y | +69.9% | +53.5% | +16.4% | +57.1% |
| 5Y | +163.6% | +34.8% | +128.8% | +148.0% |
| 10Y | +782.3% | +291.0% | +491.2% | +618.2% |
| All | +1,931.5% | +7,122.6% | -5,191.0% | +1,066.5% |
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