+24.5%
ALAB vs CCJ
-26.2%
+50.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.5% |
| 7D | -24.9% | -14.5% | -10.4% | -14.5% |
| 30D | -38.4% | -18.1% | -20.3% | -27.1% |
| 3M | -38.3% | -23.0% | -15.3% | -24.2% |
| 6M | +10.9% | -39.4% | +50.3% | +57.8% |
| YTD | +34.2% | -21.7% | +55.9% | +47.7% |
| 1Y | +24.5% | -25.9% | +50.4% | +43.7% |
| All | +24.5% | -26.2% | +50.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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