+342.9%
CCJ vs VSH
+67.3%
+275.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | +4.2% | +3.5% | +0.7% | +3.0% |
| 30D | +3.2% | -4.4% | +7.6% | +4.4% |
| 3M | -1.8% | -45.8% | +44.0% | +16.7% |
| 6M | -13.5% | +90.1% | -103.7% | -34.1% |
| YTD | +9.7% | +120.3% | -110.6% | -20.0% |
| 1Y | +30.0% | +112.2% | -82.2% | -4.6% |
| 3Y | +172.6% | +36.6% | +136.0% | +125.8% |
| 5Y | +342.9% | +67.0% | +275.9% | +224.2% |
| All | +342.9% | +67.3% | +275.7% | +224.2% |
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