+2,770.9%
AVGO vs CCJ
+1,065.5%
+1,705.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.1% | -4.0% | +5.2% | +2.3% |
| 30D | -13.0% | -2.4% | -10.6% | -12.7% |
| 3M | -6.0% | -2.3% | -3.7% | -5.8% |
| 6M | +6.4% | -16.2% | +22.6% | +10.9% |
| YTD | +5.0% | +5.7% | -0.7% | +1.8% |
| 1Y | +1.4% | +21.3% | -19.9% | -6.1% |
| 3Y | +336.8% | +159.4% | +177.4% | +228.2% |
| 5Y | +698.2% | +300.7% | +397.6% | +422.2% |
| All | +2,770.9% | +1,065.5% | +1,705.5% | +1,245.8% |
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 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