+373.4%
VST vs CCJ
+175.9%
+197.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | +0.7% | +8.2% | +8.4% |
| 30D | +6.2% | +6.9% | -0.7% | +2.3% |
| 3M | -2.7% | -11.6% | +8.9% | +2.2% |
| 6M | -8.4% | -16.2% | +7.9% | -2.5% |
| YTD | -7.2% | +10.1% | -17.3% | -16.0% |
| 1Y | -20.9% | +32.3% | -53.2% | -38.4% |
| All | +373.4% | +175.9% | +197.5% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling