-62.0%
ALNY vs CCJ
-26.2%
-35.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.9% |
| 7D | -30.7% | -14.5% | -16.2% | -29.7% |
| 30D | -26.7% | -18.1% | -8.7% | -25.6% |
| 3M | -26.4% | -23.0% | -3.4% | -24.9% |
| 6M | -45.9% | -39.4% | -6.5% | -43.6% |
| YTD | -59.5% | -21.7% | -37.8% | -58.6% |
| 1Y | -62.0% | -25.9% | -36.0% | -60.9% |
| All | -62.0% | -26.2% | -35.8% | -60.9% |
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