+400.4%
ALAB vs CCJ
+147.1%
+253.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.7% |
| 7D | +7.2% | +0.7% | +6.5% | +6.8% |
| 30D | -2.5% | +6.9% | -9.4% | -6.6% |
| 3M | -13.3% | -11.6% | -1.7% | -7.0% |
| 6M | +172.8% | -16.2% | +189.0% | +194.4% |
| YTD | +86.6% | +10.1% | +76.5% | +73.6% |
| 1Y | +65.2% | +32.3% | +32.9% | +33.0% |
| All | +400.4% | +147.1% | +253.3% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling