+2,660.6%
AVGO vs CCJ
+765.4%
+1,895.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.3% |
| 7D | +18.2% | -0.8% | +19.0% | +18.4% |
| 30D | +0.2% | -13.2% | +13.4% | +4.5% |
| 3M | -16.8% | -27.6% | +10.8% | -9.0% |
| 6M | -16.5% | -38.7% | +22.2% | -4.4% |
| YTD | +0.8% | -22.7% | +23.5% | +6.9% |
| 1Y | +2.8% | -17.6% | +20.4% | +7.3% |
| 3Y | +278.5% | +62.7% | +215.9% | +221.8% |
| 5Y | +573.1% | +159.7% | +413.3% | +395.0% |
| All | +2,660.6% | +765.4% | +1,895.2% | +1,293.5% |
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 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