-25.9%
CCJ vs AVTR
+37.4%
-63.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -14.5% | -6.2% | -8.3% | -13.9% |
| 30D | -18.1% | -1.0% | -17.0% | -17.9% |
| 3M | -23.0% | +14.4% | -37.4% | -23.9% |
| 6M | -39.4% | +95.9% | -135.3% | -44.1% |
| YTD | -21.7% | +36.6% | -58.2% | -28.6% |
| 1Y | -25.9% | +35.1% | -61.1% | -32.5% |
| All | -25.9% | +37.4% | -63.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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