+173.1%
CCJ vs ALC
-13.4%
+186.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | +6.9% | -0.1% | +7.0% | +6.9% |
| 3M | -11.6% | +5.9% | -17.5% | -12.6% |
| 6M | -16.2% | -15.9% | -0.3% | -13.2% |
| YTD | +10.1% | -10.1% | +20.2% | +12.1% |
| 1Y | +32.3% | -10.2% | +42.5% | +34.5% |
| All | +173.1% | -13.4% | +186.5% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling