+1,464.3%
CCJ vs VSAT
+1,481.5%
-17.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +3.7% | +12.5% | -8.8% | +1.7% |
| 30D | -13.7% | +11.0% | -24.7% | -15.3% |
| 3M | -24.7% | -11.1% | -13.6% | -23.8% |
| 6M | -38.1% | +2.8% | -40.9% | -39.6% |
| YTD | -18.8% | +118.0% | -136.8% | -29.4% |
| 1Y | -19.5% | +97.1% | -116.6% | -29.2% |
| 3Y | +75.9% | +296.8% | -220.9% | +27.1% |
| 5Y | +173.1% | +38.7% | +134.4% | +120.3% |
| 10Y | +813.5% | -7.4% | +820.9% | +644.8% |
| All | +1,464.3% | +1,481.5% | -17.2% | +846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling