+2,239.7%
CCJ vs VTR
+1,484.0%
+755.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +4.2% | -2.9% | +7.1% | +4.8% |
| 30D | +3.2% | -2.8% | +6.0% | +3.7% |
| 3M | -1.8% | +9.0% | -10.8% | -4.0% |
| 6M | -13.5% | +5.0% | -18.5% | -15.1% |
| YTD | +9.7% | +16.9% | -7.2% | +5.3% |
| 1Y | +30.0% | +34.3% | -4.3% | +20.7% |
| 3Y | +172.6% | +131.6% | +41.0% | +121.7% |
| 5Y | +342.9% | +88.0% | +254.9% | +275.4% |
| 10Y | +1,099.7% | +97.8% | +1,002.0% | +825.2% |
| All | +2,239.7% | +1,484.0% | +755.7% | +1,126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling