+881.2%
CCJ vs AVTR
+0.6%
+880.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.0% | -1.1% | -3.0% | -3.8% |
| 30D | -2.4% | +6.3% | -8.7% | -3.8% |
| 3M | -2.3% | +53.3% | -55.6% | -13.0% |
| 6M | -16.2% | +78.6% | -94.9% | -28.5% |
| YTD | +5.7% | +29.2% | -23.6% | -2.9% |
| 1Y | +21.3% | +13.8% | +7.4% | +12.8% |
| 3Y | +159.4% | -27.4% | +186.8% | +163.1% |
| 5Y | +300.7% | -65.0% | +365.7% | +407.8% |
| All | +881.2% | +0.6% | +880.6% | +689.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling