+300.2%
CCJ vs VTRS
+47.1%
+253.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.0% | -2.2% | -1.8% | -3.6% |
| 30D | -2.4% | +3.3% | -5.7% | -3.0% |
| 3M | -2.3% | +2.0% | -4.3% | -2.9% |
| 6M | -16.2% | +19.9% | -36.2% | -19.6% |
| YTD | +5.7% | +35.7% | -30.1% | -0.8% |
| 1Y | +21.3% | +68.1% | -46.8% | +8.9% |
| 3Y | +159.4% | +87.1% | +72.3% | +118.6% |
| All | +300.2% | +47.1% | +253.1% | +225.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling