+31,416.6%
AVGO vs CCJ
+324.9%
+31,091.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -14.4% | +6.9% | -21.3% | -16.4% |
| 3M | -14.4% | -11.6% | -2.8% | -11.6% |
| 6M | +13.1% | -16.2% | +29.3% | +18.0% |
| YTD | +3.8% | +10.1% | -6.3% | -0.8% |
| 1Y | +17.8% | +32.3% | -14.5% | +5.7% |
| 3Y | +325.3% | +171.3% | +154.0% | +205.8% |
| 5Y | +689.9% | +372.4% | +317.5% | +362.9% |
| 10Y | +2,597.0% | +1,070.0% | +1,527.0% | +953.8% |
| All | +31,416.6% | +324.9% | +31,091.7% | +14,861.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling