+813.5%
CCJ vs VT
+224.4%
+589.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +0.6% |
| 7D | +3.7% | -0.7% | +4.4% | +4.7% |
| 30D | -13.7% | -1.7% | -12.0% | -11.5% |
| 3M | -24.7% | -2.3% | -22.4% | -22.0% |
| 6M | -38.1% | +1.5% | -39.7% | -38.3% |
| YTD | -18.8% | +12.0% | -30.8% | -27.0% |
| 1Y | -19.5% | +12.9% | -32.4% | -28.1% |
| 3Y | +75.9% | +74.9% | +0.9% | -1.4% |
| 5Y | +173.1% | +59.9% | +113.2% | +70.4% |
| 10Y | +813.5% | +224.6% | +588.8% | +161.0% |
| All | +813.5% | +224.4% | +589.1% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling