+1,056.5%
CCJ vs VTR
+99.2%
+957.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.0% | -0.3% | -3.7% | -4.0% |
| 30D | -2.4% | +1.1% | -3.5% | -2.6% |
| 3M | -2.3% | +7.9% | -10.2% | -4.3% |
| 6M | -16.2% | +6.2% | -22.4% | -17.9% |
| YTD | +5.7% | +17.7% | -12.1% | +1.2% |
| 1Y | +21.3% | +32.9% | -11.6% | +12.6% |
| 3Y | +159.4% | +129.7% | +29.7% | +108.8% |
| 5Y | +300.7% | +89.3% | +211.3% | +234.4% |
| All | +1,056.5% | +99.2% | +957.3% | +752.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling