+772.6%
CCJ vs ALB
+34.3%
+738.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.1% |
| 7D | +0.4% | +5.3% | -4.8% | -1.2% |
| 30D | -17.2% | -6.3% | -11.0% | -15.8% |
| 3M | -25.1% | -27.4% | +2.3% | -18.1% |
| 6M | -37.6% | -53.1% | +15.5% | -22.6% |
| YTD | -20.4% | -32.3% | +12.0% | -12.7% |
| 1Y | -22.5% | -7.3% | -15.2% | -23.0% |
| 3Y | +72.5% | -14.9% | +87.4% | +59.7% |
| 5Y | +179.9% | -62.0% | +241.9% | +223.2% |
| 10Y | +772.6% | +33.0% | +739.6% | +592.1% |
| All | +772.6% | +34.3% | +738.3% | +592.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling