+173.1%
CCJ vs VSAT
+36.9%
+136.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +3.7% | +12.5% | -8.8% | +1.3% |
| 30D | -13.7% | +11.0% | -24.7% | -15.7% |
| 3M | -24.7% | -11.1% | -13.6% | -23.7% |
| 6M | -38.1% | +2.8% | -40.9% | -39.9% |
| YTD | -18.8% | +118.0% | -136.8% | -31.0% |
| 1Y | -19.5% | +97.1% | -116.6% | -30.7% |
| 3Y | +75.9% | +296.8% | -220.9% | +22.0% |
| 5Y | +173.1% | +38.7% | +134.4% | +144.6% |
| All | +173.1% | +36.9% | +136.3% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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