+295.7%
CCJ vs VYM
+487.3%
-191.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | +4.2% | -1.0% | +5.2% | +5.4% |
| 30D | +3.2% | -2.0% | +5.2% | +5.7% |
| 3M | -1.8% | +3.1% | -4.9% | -4.9% |
| 6M | -13.5% | +8.9% | -22.4% | -20.8% |
| YTD | +9.7% | +14.7% | -5.0% | -4.9% |
| 1Y | +30.0% | +19.4% | +10.6% | +7.8% |
| 3Y | +172.6% | +65.4% | +107.2% | +57.5% |
| 5Y | +342.9% | +77.6% | +265.4% | +142.1% |
| 10Y | +1,099.7% | +207.8% | +892.0% | +238.6% |
| All | +295.7% | +487.3% | -191.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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