+825.2%
CCJ vs AVAV
+361.4%
+463.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.5% | -6.1% | +2.0% |
| 7D | -7.3% | -10.6% | +3.3% | -5.1% |
| 30D | -20.0% | -18.8% | -1.2% | -16.3% |
| 3M | -23.8% | -34.1% | +10.3% | -17.0% |
| 6M | -42.4% | -35.3% | -7.1% | -38.0% |
| YTD | -22.1% | -53.4% | +31.3% | -12.0% |
| 1Y | -20.8% | -65.6% | +44.8% | -4.5% |
| 3Y | +75.7% | -5.1% | +80.8% | +60.9% |
| 5Y | +167.4% | +18.5% | +148.9% | +122.7% |
| All | +825.2% | +361.4% | +463.8% | +496.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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