+2,020.3%
CCJ vs VSAT
+1,485.7%
+534.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.6% |
| 7D | +0.7% | +11.8% | -11.1% | -1.0% |
| 30D | +6.9% | -7.0% | +13.9% | +7.9% |
| 3M | -11.6% | +3.3% | -14.9% | -13.1% |
| 6M | -16.2% | +57.4% | -73.7% | -23.1% |
| YTD | +10.1% | +118.6% | -108.5% | -3.9% |
| 1Y | +32.3% | +150.2% | -118.0% | +12.6% |
| 3Y | +171.3% | +160.7% | +10.6% | +107.9% |
| 5Y | +372.4% | +51.2% | +321.2% | +276.4% |
| 10Y | +1,070.0% | -0.7% | +1,070.7% | +849.3% |
| All | +2,020.3% | +1,485.7% | +534.7% | +1,188.8% |
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