+487.9%
CCJ vs VSXY
+37.7%
+450.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.2% |
| 7D | +4.2% | -10.7% | +14.9% | +5.3% |
| 30D | +3.2% | -24.3% | +27.4% | +6.1% |
| 3M | -1.8% | +1.0% | -2.8% | -2.3% |
| 6M | -13.5% | +57.4% | -70.9% | -18.8% |
| YTD | +9.7% | +39.8% | -30.0% | +4.0% |
| 1Y | +30.0% | +196.5% | -166.5% | +13.9% |
| 3Y | +172.6% | +357.2% | -184.6% | +115.6% |
| 5Y | +342.9% | +18.9% | +324.1% | +290.2% |
| All | +487.9% | +37.7% | +450.3% | +417.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling