+176.8%
CCJ vs VSH
+32.2%
+144.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | +5.9% | +6.2% | -0.3% | +4.1% |
| 30D | +4.7% | -11.1% | +15.8% | +7.9% |
| 3M | -3.3% | -44.9% | +41.6% | +11.7% |
| 6M | -7.0% | +90.0% | -97.0% | -25.6% |
| YTD | +11.5% | +118.8% | -107.3% | -13.6% |
| 1Y | +32.3% | +109.0% | -76.7% | +3.4% |
| 3Y | +176.8% | +35.6% | +141.2% | +135.1% |
| All | +176.8% | +32.2% | +144.6% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling