-43.8%
VRT vs CCJ
-34.9%
-8.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +4.8% |
| 7D | +0.5% | +3.7% | -3.2% | -1.6% |
| 30D | -13.7% | -13.7% | 0.0% | -4.7% |
| 3M | -26.7% | -24.7% | -2.0% | -12.2% |
| 6M | -43.8% | -38.1% | -5.7% | -28.6% |
| All | -43.8% | -34.9% | -8.9% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling