+62.7%
CCJ vs ALB
-14.4%
+77.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -0.8% | -5.8% | +5.0% | +0.7% |
| 30D | -13.2% | -4.5% | -8.7% | -12.2% |
| 3M | -27.6% | -28.1% | +0.4% | -21.9% |
| 6M | -38.7% | -53.2% | +14.5% | -27.0% |
| YTD | -22.7% | -33.3% | +10.6% | -16.0% |
| 1Y | -17.6% | -17.4% | -0.1% | -14.7% |
| 3Y | +62.7% | -14.1% | +76.8% | +55.8% |
| All | +62.7% | -14.4% | +77.1% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling