+1,099.6%
CCJ vs VSH
+270.4%
+829.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.2% |
| 7D | +5.0% | +26.2% | -21.2% | -1.3% |
| 30D | -16.7% | -12.5% | -4.2% | -14.2% |
| 3M | -27.5% | -16.9% | -10.6% | -24.9% |
| 6M | -38.6% | -17.0% | -21.6% | -38.0% |
| YTD | -21.5% | +93.8% | -115.4% | -36.6% |
| 1Y | -22.3% | +99.3% | -121.6% | -37.6% |
| 3Y | +69.9% | +35.0% | +34.9% | +44.2% |
| 5Y | +163.6% | +45.8% | +117.8% | +117.4% |
| 10Y | +782.3% | +127.1% | +655.1% | +524.6% |
| All | +1,099.6% | +270.4% | +829.2% | +462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling