+2.8%
AVGO vs CCJ
-22.9%
+25.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.1% |
| 7D | +18.2% | -0.8% | +19.0% | +18.4% |
| 30D | +0.2% | -13.2% | +13.4% | +6.5% |
| 3M | -16.8% | -27.6% | +10.8% | -5.4% |
| 6M | -16.5% | -38.7% | +22.2% | +0.7% |
| YTD | +0.8% | -22.7% | +23.5% | -1.2% |
| 1Y | +2.8% | -17.6% | +20.4% | -4.5% |
| All | +2.8% | -22.9% | +25.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling