+0.1%
VT vs CCJ
-44.1%
+44.2%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -3.1% |
| 7D | -4.2% | -18.2% | +14.0% | -0.2% |
| 30D | -5.8% | -26.5% | +20.7% | +0.2% |
| 3M | -5.2% | -27.5% | +22.3% | +0.7% |
| 6M | +0.1% | -40.3% | +40.4% | +10.0% |
| All | +0.1% | -44.1% | +44.2% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling