+29.1%
CAVA vs CCJ
+226.5%
-197.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.6% |
| 7D | -8.5% | +4.2% | -12.7% | -9.6% |
| 30D | -8.2% | +3.2% | -11.4% | -9.2% |
| 3M | -25.9% | -1.8% | -24.1% | -26.2% |
| 6M | -30.9% | -13.5% | -17.4% | -29.4% |
| YTD | -3.7% | +9.7% | -13.5% | -10.0% |
| 1Y | -13.4% | +30.0% | -43.4% | -25.6% |
| 3Y | +44.2% | +172.6% | -128.4% | -13.9% |
| All | +29.1% | +226.5% | -197.5% | -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 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