+75.7%
CCJ vs ALB
-16.8%
+92.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +4.1% |
| 7D | -7.3% | +9.1% | -16.4% | -9.3% |
| 30D | -20.0% | -3.4% | -16.5% | -19.3% |
| 3M | -23.8% | -20.6% | -3.2% | -19.8% |
| 6M | -42.4% | -48.2% | +5.8% | -33.2% |
| YTD | -22.1% | -29.2% | +7.2% | -16.6% |
| 1Y | -20.8% | +10.0% | -30.8% | -23.3% |
| 3Y | +75.7% | -12.9% | +88.6% | +66.4% |
| All | +75.7% | -16.8% | +92.6% | +66.4% |
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 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