-19.9%
CCJ vs ALB
-1.1%
-18.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +2.7% | +9.5% | -6.7% | -0.2% |
| 30D | -14.4% | -2.1% | -12.3% | -14.0% |
| 3M | -22.6% | -24.1% | +1.5% | -16.6% |
| 6M | -35.4% | -51.0% | +15.6% | -22.0% |
| YTD | -17.6% | -29.3% | +11.7% | -10.0% |
| All | -19.9% | -1.1% | -18.7% | -14.0% |
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