-25.9%
CCJ vs VTR
+22.5%
-48.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -0.3% |
| 7D | -14.5% | +10.0% | -24.5% | -11.6% |
| 30D | -18.1% | +9.6% | -27.7% | -15.4% |
| 3M | -23.0% | -1.2% | -21.8% | -22.8% |
| 6M | -39.4% | +2.8% | -42.2% | -36.6% |
| YTD | -21.7% | +17.4% | -39.0% | -14.6% |
| 1Y | -25.9% | +22.0% | -47.9% | -22.5% |
| All | -25.9% | +22.5% | -48.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling