+1,065.3%
CCJ vs VSH
+179.3%
+886.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.7% |
| 7D | -3.2% | +3.1% | -6.3% | -4.2% |
| 30D | -1.3% | -5.7% | +4.4% | +0.4% |
| 3M | +2.5% | -42.5% | +45.0% | +19.9% |
| 6M | -18.9% | +82.7% | -101.6% | -37.4% |
| YTD | +6.5% | +118.2% | -111.8% | -22.5% |
| 1Y | +22.8% | +109.7% | -86.8% | -9.9% |
| 3Y | +164.5% | +35.3% | +129.2% | +113.9% |
| 5Y | +303.7% | +65.6% | +238.1% | +196.5% |
| All | +1,065.3% | +179.3% | +886.0% | +558.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling