+218.7%
CCJ vs VT
+374.2%
-155.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.2% |
| 30D | +6.9% | +1.0% | +5.9% | +5.8% |
| 3M | -11.6% | +2.4% | -14.0% | -13.4% |
| 6M | -16.2% | +12.0% | -28.2% | -25.6% |
| YTD | +10.1% | +15.3% | -5.2% | -5.1% |
| 1Y | +32.3% | +22.6% | +9.7% | +6.5% |
| 3Y | +171.3% | +74.7% | +96.6% | +47.3% |
| 5Y | +372.4% | +66.1% | +306.2% | +178.6% |
| 10Y | +1,070.0% | +225.0% | +845.0% | +213.0% |
| All | +218.7% | +374.2% | -155.5% | -52.4% |
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