+3.5%
VRT vs CCJ
-24.1%
+27.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -0.8% |
| 7D | -17.7% | +0.4% | -18.1% | -17.4% |
| 30D | -20.0% | -17.2% | -2.8% | -9.0% |
| 3M | -28.1% | -25.1% | -3.0% | -13.2% |
| 6M | -42.8% | -37.6% | -5.3% | -23.6% |
| YTD | +20.0% | -20.4% | +40.3% | +28.1% |
| 1Y | +3.5% | -22.5% | +26.0% | +12.3% |
| All | +3.5% | -24.1% | +27.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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