+343.1%
CCJ vs ALHC
-59.7%
+402.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -3.8% |
| 7D | +0.4% | +3.8% | -3.4% | 0.0% |
| 30D | -17.2% | +1.7% | -18.9% | -17.5% |
| 3M | -25.1% | -44.3% | +19.2% | -21.7% |
| 6M | -37.6% | -57.2% | +19.6% | -34.0% |
| YTD | -20.4% | -61.2% | +40.8% | -15.2% |
| 1Y | -22.5% | -53.2% | +30.6% | -19.1% |
| 3Y | +72.5% | +27.8% | +44.6% | +53.4% |
| 5Y | +179.9% | -65.4% | +245.3% | +167.0% |
| All | +343.1% | -59.7% | +402.8% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling