-32.0%
VST vs CCJ
-24.3%
-7.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.3% | +6.2% | +8.6% |
| 7D | -9.8% | -7.3% | -2.5% | -6.8% |
| 30D | -25.1% | -20.0% | -5.2% | -17.8% |
| 3M | -11.6% | -23.8% | +12.3% | -1.5% |
| 6M | -20.9% | -42.4% | +21.5% | -3.4% |
| YTD | -22.3% | -22.1% | -0.2% | -20.1% |
| 1Y | -32.0% | -20.8% | -11.2% | -31.0% |
| All | -32.0% | -24.3% | -7.7% | -31.0% |
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