+3,435.9%
ALNY vs CCJ
+1,333.0%
+2,102.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.4% |
| 7D | -6.4% | -3.2% | -3.2% | -5.7% |
| 30D | +11.9% | -1.3% | +13.2% | +12.1% |
| 3M | -15.0% | +2.5% | -17.5% | -16.3% |
| 6M | -23.2% | -18.9% | -4.4% | -20.8% |
| YTD | -37.8% | +6.5% | -44.2% | -40.5% |
| 1Y | -47.3% | +22.8% | -70.1% | -52.2% |
| 3Y | +22.9% | +164.5% | -141.6% | -14.5% |
| 5Y | +30.6% | +303.7% | -273.1% | -23.6% |
| 10Y | +254.6% | +1,064.0% | -809.4% | +31.0% |
| All | +3,435.9% | +1,333.0% | +2,102.9% | +1,107.2% |
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