+236.1%
ALNY vs CCJ
+1,065.5%
-829.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | -6.5% | -4.0% | -2.5% | -6.0% |
| 30D | +11.0% | -2.4% | +13.4% | +11.3% |
| 3M | -14.1% | -2.3% | -11.8% | -14.1% |
| 6M | -22.4% | -16.2% | -6.2% | -21.2% |
| YTD | -37.5% | +5.7% | -43.1% | -39.0% |
| 1Y | -46.9% | +21.3% | -68.2% | -49.8% |
| 3Y | +22.1% | +159.4% | -137.3% | -2.7% |
| 5Y | +31.2% | +300.7% | -269.5% | -6.6% |
| All | +236.1% | +1,065.5% | -829.4% | +96.8% |
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