-25.9%
CCJ vs ADVB
-76.7%
+50.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -1.2% |
| 7D | -14.5% | -29.5% | +15.0% | -14.5% |
| 30D | -18.1% | -66.9% | +48.8% | -18.3% |
| 3M | -23.0% | -73.7% | +50.7% | -23.3% |
| 6M | -39.4% | -64.8% | +25.4% | -39.8% |
| YTD | -21.7% | -64.0% | +42.4% | -22.0% |
| 1Y | -25.9% | -77.0% | +51.1% | -22.8% |
| All | -25.9% | -76.7% | +50.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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