+116.2%
CCJ vs VT
+345.0%
-228.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | +0.2% |
| 7D | -18.2% | -4.2% | -14.0% | -13.8% |
| 30D | -26.5% | -5.8% | -20.7% | -20.8% |
| 3M | -27.5% | -5.2% | -22.3% | -22.2% |
| 6M | -40.3% | +0.1% | -40.4% | -39.5% |
| YTD | -25.3% | +8.2% | -33.5% | -30.2% |
| 1Y | -28.1% | +10.1% | -38.2% | -34.0% |
| 3Y | +63.8% | +69.7% | -5.8% | -7.3% |
| 5Y | +156.3% | +53.4% | +102.9% | +66.8% |
| 10Y | +787.8% | +219.2% | +568.5% | +143.9% |
| All | +116.2% | +345.0% | -228.8% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling