+22.4%
VZ vs CCJ
+166.4%
-143.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.1% |
| 7D | +0.9% | +5.0% | -4.1% | +0.9% |
| 30D | +6.9% | -16.7% | +23.6% | +7.1% |
| 3M | +0.6% | -27.5% | +28.1% | +0.9% |
| 6M | +0.3% | -38.6% | +38.9% | +0.9% |
| YTD | +21.9% | -21.5% | +43.4% | +21.3% |
| 1Y | +21.7% | -22.3% | +44.0% | +21.1% |
| 3Y | +58.5% | +69.9% | -11.4% | +48.7% |
| 5Y | +22.4% | +163.6% | -141.1% | +9.5% |
| All | +22.4% | +166.4% | -143.9% | +9.5% |
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