+345.6%
AVGO vs CCJ
+174.2%
+171.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.5% |
| 7D | -0.3% | +5.9% | -6.2% | -2.7% |
| 30D | -13.8% | +4.7% | -18.5% | -15.8% |
| 3M | -6.9% | -3.3% | -3.6% | -6.4% |
| 6M | +11.9% | -7.0% | +19.0% | +13.5% |
| YTD | +6.9% | +11.5% | -4.6% | -1.2% |
| 1Y | +7.4% | +32.3% | -24.9% | -9.4% |
| 3Y | +345.6% | +176.8% | +168.7% | +178.9% |
| All | +345.6% | +174.2% | +171.3% | +178.9% |
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