+346.1%
CCJ vs ALHC
-33.5%
+379.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +6.9% | -1.0% | +7.9% | +6.9% |
| 3M | -11.6% | -10.2% | -1.5% | -11.9% |
| 6M | -16.2% | -28.3% | +12.1% | -15.0% |
| YTD | +10.1% | -31.4% | +41.6% | +12.1% |
| 1Y | +32.3% | -16.9% | +49.2% | +32.2% |
| 3Y | +171.3% | +135.5% | +35.8% | +127.6% |
| All | +346.1% | -33.5% | +379.6% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling