+173.6%
CCJ vs AVTR
-24.8%
+198.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +1.0% |
| 7D | +5.9% | +7.4% | -1.5% | +5.2% |
| 30D | +4.7% | +12.2% | -7.5% | +3.5% |
| 3M | -3.3% | +57.4% | -60.7% | -8.1% |
| 6M | -7.0% | +86.7% | -93.7% | -13.4% |
| YTD | +11.5% | +33.1% | -21.6% | +6.8% |
| 1Y | +32.3% | +16.1% | +16.1% | +27.3% |
| All | +173.6% | -24.8% | +198.4% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling