+922.4%
CCJ vs AVTR
+1.7%
+920.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | +0.7% | +2.7% | -1.9% | +0.1% |
| 30D | +6.9% | +12.1% | -5.2% | +4.0% |
| 3M | -11.6% | +57.2% | -68.9% | -21.8% |
| 6M | -16.2% | +73.1% | -89.3% | -27.9% |
| YTD | +10.1% | +30.6% | -20.5% | +1.0% |
| 1Y | +32.3% | +13.5% | +18.8% | +23.1% |
| 3Y | +171.3% | -31.0% | +202.3% | +180.3% |
| 5Y | +372.4% | -63.2% | +435.6% | +489.4% |
| All | +922.4% | +1.7% | +920.7% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling