+30.0%
CCJ vs ALC
-14.0%
+44.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.7% |
| 7D | +4.2% | -5.3% | +9.5% | +3.5% |
| 30D | +3.2% | -7.1% | +10.2% | +2.3% |
| 3M | -1.8% | +0.8% | -2.6% | -1.5% |
| 6M | -13.5% | -16.0% | +2.4% | -15.1% |
| YTD | +9.7% | -12.7% | +22.5% | +9.5% |
| 1Y | +30.0% | -12.8% | +42.8% | +29.3% |
| All | +30.0% | -14.0% | +44.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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