+32.3%
CCJ vs ALB
+60.9%
-28.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.4% |
| 7D | +0.7% | -8.1% | +8.8% | +3.1% |
| 30D | +6.9% | +6.3% | +0.6% | +4.4% |
| 3M | -11.6% | -23.6% | +11.9% | -5.1% |
| 6M | -16.2% | -24.6% | +8.4% | -10.9% |
| YTD | +10.1% | -10.3% | +20.4% | +10.8% |
| 1Y | +32.3% | +61.5% | -29.2% | +11.4% |
| All | +32.3% | +60.9% | -28.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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