+1,080.5%
CCJ vs ALB
+78.9%
+1,001.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.5% |
| 7D | +5.9% | -4.4% | +10.3% | +7.2% |
| 30D | +4.7% | -1.2% | +5.9% | +4.7% |
| 3M | -3.3% | -13.3% | +10.0% | +0.1% |
| 6M | -7.0% | -19.8% | +12.7% | -2.3% |
| YTD | +11.5% | -7.9% | +19.4% | +11.7% |
| 1Y | +32.3% | +60.2% | -27.9% | +11.2% |
| 3Y | +176.8% | -26.4% | +203.3% | +170.4% |
| 5Y | +351.8% | -42.5% | +394.3% | +361.7% |
| 10Y | +1,080.5% | +83.0% | +997.5% | +724.8% |
| All | +1,080.5% | +78.9% | +1,001.6% | +724.8% |
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