+303.7%
CCJ vs VTR
+90.0%
+213.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | -3.2% | -1.8% | -1.4% | -2.8% |
| 30D | -1.3% | +4.0% | -5.3% | -2.2% |
| 3M | +2.5% | +7.8% | -5.3% | -0.1% |
| 6M | -18.9% | +6.4% | -25.2% | -20.9% |
| YTD | +6.5% | +18.3% | -11.8% | +0.5% |
| 1Y | +22.8% | +33.9% | -11.1% | +10.8% |
| 3Y | +164.5% | +134.3% | +30.2% | +83.2% |
| 5Y | +303.7% | +90.3% | +213.5% | +196.9% |
| All | +303.7% | +90.0% | +213.7% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling