+27.6%
CAVA vs CCJ
+214.4%
-186.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.7% |
| 7D | -8.0% | -4.0% | -4.0% | -6.9% |
| 30D | -19.6% | -2.4% | -17.2% | -19.2% |
| 3M | -36.7% | -2.3% | -34.4% | -36.7% |
| 6M | -30.6% | -16.2% | -14.4% | -28.3% |
| YTD | -4.8% | +5.7% | -10.5% | -10.1% |
| 1Y | -13.1% | +21.3% | -34.4% | -23.6% |
| 3Y | +48.8% | +159.4% | -110.6% | -9.8% |
| All | +27.6% | +214.4% | -186.8% | -27.5% |
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