+222.2%
CCJ vs AVAV
+478.6%
-256.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +0.7% | -2.2% | +3.0% | +1.3% |
| 30D | +6.9% | -13.9% | +20.8% | +10.3% |
| 3M | -11.6% | -29.2% | +17.6% | -5.9% |
| 6M | -16.2% | -36.1% | +19.9% | -9.5% |
| YTD | +10.1% | -40.2% | +50.3% | +18.4% |
| 1Y | +32.3% | -36.2% | +68.5% | +39.1% |
| 3Y | +171.3% | +47.5% | +123.8% | +122.4% |
| 5Y | +372.4% | +39.3% | +333.1% | +276.8% |
| 10Y | +1,070.0% | +482.6% | +587.5% | +510.5% |
| All | +222.2% | +478.6% | -256.4% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling