+384.5%
ALAB vs CCJ
+146.3%
+238.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.9% |
| 7D | +9.6% | +4.2% | +5.5% | +7.0% |
| 30D | -5.3% | +3.2% | -8.4% | -7.4% |
| 3M | -12.0% | -1.8% | -10.2% | -11.1% |
| 6M | +145.7% | -13.5% | +159.3% | +161.3% |
| YTD | +80.7% | +9.7% | +70.9% | +68.2% |
| 1Y | +40.1% | +30.0% | +10.1% | +13.9% |
| All | +384.5% | +146.3% | +238.2% | +213.4% |
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