+32.3%
CCJ vs ADVB
+5.8%
+26.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +0.7% | -3.8% | +4.5% | +0.7% |
| 30D | +6.9% | +17.6% | -10.7% | +7.3% |
| 3M | -11.6% | +119.1% | -130.8% | -8.8% |
| 6M | -16.2% | +103.4% | -119.6% | -13.0% |
| YTD | +10.1% | +59.8% | -49.7% | +13.1% |
| 1Y | +32.3% | +8.5% | +23.7% | +36.5% |
| All | +32.3% | +5.8% | +26.4% | +36.5% |
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