+1,002.6%
VST vs CCJ
+828.6%
+174.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.3% | +6.2% | +9.3% |
| 7D | -9.8% | -7.3% | -2.5% | -7.7% |
| 30D | -25.1% | -20.0% | -5.2% | -20.1% |
| 3M | -11.6% | -23.8% | +12.3% | -4.5% |
| 6M | -20.9% | -42.4% | +21.5% | -8.1% |
| YTD | -22.3% | -22.1% | -0.2% | -17.7% |
| 1Y | -32.0% | -20.8% | -11.2% | -28.3% |
| 3Y | +262.4% | +75.7% | +186.6% | +211.6% |
| 5Y | +563.4% | +167.4% | +395.9% | +414.5% |
| 10Y | +1,120.7% | +826.3% | +294.4% | +742.2% |
| All | +1,002.6% | +828.6% | +174.0% | +673.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling