+267.2%
ALAB vs CCJ
+76.1%
+191.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | +0.8% |
| 7D | +26.9% | +5.0% | +21.9% | +23.4% |
| 30D | -30.0% | -16.7% | -13.3% | -20.2% |
| 3M | -28.5% | -27.5% | -1.0% | -11.6% |
| 6M | +11.4% | -38.6% | +50.0% | +51.6% |
| YTD | +36.9% | -21.5% | +58.5% | +59.7% |
| 1Y | +44.4% | -22.3% | +66.7% | +69.3% |
| All | +267.2% | +76.1% | +191.1% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling