+163.6%
CCJ vs VSH
+46.9%
+116.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -1.9% |
| 7D | +5.0% | +26.2% | -21.2% | -2.8% |
| 30D | -16.7% | -12.5% | -4.2% | -13.8% |
| 3M | -27.5% | -16.9% | -10.6% | -24.4% |
| 6M | -38.6% | -17.0% | -21.6% | -38.3% |
| YTD | -21.5% | +93.8% | -115.4% | -41.4% |
| 1Y | -22.3% | +99.3% | -121.6% | -42.5% |
| 3Y | +69.9% | +35.0% | +34.9% | +37.1% |
| 5Y | +163.6% | +45.8% | +117.8% | +84.4% |
| All | +163.6% | +46.9% | +116.7% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling