+1,216.9%
VST vs CCJ
+1,212.0%
+4.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | +0.7% | +8.2% | +8.6% |
| 30D | +6.2% | +6.9% | -0.7% | +4.1% |
| 3M | -2.7% | -11.6% | +8.9% | +0.1% |
| 6M | -8.4% | -16.2% | +7.9% | -4.8% |
| YTD | -7.2% | +10.1% | -17.3% | -11.0% |
| 1Y | -20.9% | +32.3% | -53.2% | -28.7% |
| 3Y | +384.0% | +171.3% | +212.7% | +270.6% |
| 5Y | +757.1% | +372.4% | +384.7% | +479.9% |
| All | +1,216.9% | +1,212.0% | +4.8% | +736.8% |
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