+213.7%
VT vs CCJ
+808.7%
-595.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.5% |
| 7D | -2.3% | -7.3% | +5.0% | -1.1% |
| 30D | -5.0% | -20.0% | +15.0% | -1.5% |
| 3M | -4.9% | -23.8% | +19.0% | -0.9% |
| 6M | -1.5% | -42.4% | +40.8% | +7.0% |
| YTD | +8.5% | -22.1% | +30.6% | +11.3% |
| 1Y | +11.4% | -20.8% | +32.2% | +13.8% |
| 3Y | +70.1% | +75.7% | -5.7% | +46.4% |
| 5Y | +53.7% | +167.4% | -113.7% | +19.2% |
| All | +213.7% | +808.7% | -595.0% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling