+176.8%
CCJ vs ALHC
+141.7%
+35.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +5.9% | -1.0% | +6.9% | +6.0% |
| 30D | +4.7% | -6.3% | +11.0% | +4.8% |
| 3M | -3.3% | -12.3% | +9.0% | -3.3% |
| 6M | -7.0% | -27.0% | +20.0% | -6.6% |
| YTD | +11.5% | -31.8% | +43.3% | +12.3% |
| 1Y | +32.3% | -17.0% | +49.3% | +32.9% |
| 3Y | +176.8% | +159.8% | +17.0% | +170.2% |
| All | +176.8% | +141.7% | +35.2% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling