+79.2%
CCJ vs ADVB
-97.4%
+176.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.7% |
| 7D | +2.7% | -1.2% | +3.9% | +2.7% |
| 30D | -14.4% | -61.4% | +47.0% | -14.5% |
| 3M | -22.6% | -67.8% | +45.2% | -22.8% |
| 6M | -35.4% | -66.9% | +31.4% | -35.6% |
| YTD | -17.6% | -64.9% | +47.3% | -18.0% |
| 1Y | -18.1% | -74.8% | +56.6% | -18.3% |
| All | +79.2% | -97.4% | +176.7% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling