-25.9%
CCJ vs VSH
+62.1%
-88.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | +0.5% |
| 7D | -14.5% | -13.6% | -0.9% | -10.2% |
| 30D | -18.1% | -30.4% | +12.3% | -7.8% |
| 3M | -23.0% | -33.3% | +10.3% | -13.3% |
| 6M | -39.4% | -15.1% | -24.3% | -42.6% |
| YTD | -21.7% | +80.2% | -101.9% | -53.3% |
| 1Y | -25.9% | +63.4% | -89.3% | -53.5% |
| All | -25.9% | +62.1% | -88.0% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling