+175.3%
CCJ vs ALC
-10.7%
+186.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +2.7% | +2.1% | +0.7% | +1.9% |
| 30D | -14.4% | +17.2% | -31.6% | -19.3% |
| 3M | -22.6% | +4.6% | -27.2% | -24.1% |
| 6M | -35.4% | +20.1% | -55.6% | -40.3% |
| YTD | -17.6% | -4.2% | -13.4% | -17.4% |
| 1Y | -18.1% | +2.1% | -20.2% | -20.4% |
| 3Y | +79.6% | +4.5% | +75.1% | +62.0% |
| 5Y | +175.3% | -12.3% | +187.6% | +178.7% |
| All | +175.3% | -10.7% | +186.0% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling