+303.7%
CCJ vs VSXY
+15.5%
+288.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.6% |
| 7D | -3.2% | -0.3% | -2.8% | -3.1% |
| 30D | -1.3% | -22.1% | +20.7% | +1.4% |
| 3M | +2.5% | -1.1% | +3.7% | +2.2% |
| 6M | -18.9% | +53.8% | -72.7% | -24.2% |
| YTD | +6.5% | +35.5% | -29.0% | +0.6% |
| 1Y | +22.8% | +186.0% | -163.2% | +6.0% |
| 3Y | +164.5% | +343.2% | -178.7% | +100.5% |
| 5Y | +303.7% | +19.0% | +284.7% | +278.7% |
| All | +303.7% | +15.5% | +288.2% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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