+58.2%
VZ vs CCJ
+75.9%
-17.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.7% |
| 7D | +0.9% | +3.7% | -2.8% | +1.2% |
| 30D | +8.9% | -13.7% | +22.6% | +8.2% |
| 3M | +0.1% | -24.7% | +24.8% | -1.1% |
| 6M | +1.9% | -38.1% | +40.0% | 0.0% |
| YTD | +22.0% | -18.8% | +40.8% | +21.0% |
| 1Y | +22.1% | -19.5% | +41.6% | +21.2% |
| All | +58.2% | +75.9% | -17.7% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling