+53.4%
VT vs CCJ
+154.2%
-100.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -3.3% |
| 7D | -4.2% | -18.2% | +14.0% | -0.9% |
| 30D | -5.8% | -26.5% | +20.7% | -0.8% |
| 3M | -5.2% | -27.5% | +22.3% | -0.2% |
| 6M | +0.1% | -40.3% | +40.4% | +8.5% |
| YTD | +8.2% | -25.3% | +33.5% | +12.0% |
| 1Y | +10.1% | -28.1% | +38.2% | +14.4% |
| 3Y | +69.7% | +63.8% | +5.8% | +44.9% |
| 5Y | +53.4% | +156.3% | -102.9% | +14.8% |
| All | +53.4% | +154.2% | -100.9% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling