+21.3%
CCJ vs VTRS
+66.8%
-45.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.0% | -2.2% | -1.8% | -3.7% |
| 30D | -2.4% | +3.3% | -5.7% | -2.7% |
| 3M | -2.3% | +2.0% | -4.3% | -2.7% |
| 6M | -16.2% | +19.9% | -36.2% | -19.0% |
| YTD | +5.7% | +35.7% | -30.1% | +7.9% |
| 1Y | +21.3% | +68.1% | -46.8% | +34.3% |
| All | +21.3% | +66.8% | -45.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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