+157.0%
CCJ vs ALHC
-64.2%
+221.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.3% | +4.6% |
| 7D | -7.3% | +1.0% | -8.3% | -7.4% |
| 30D | -20.0% | -14.2% | -5.8% | -19.0% |
| 3M | -23.8% | -45.1% | +21.3% | -20.1% |
| 6M | -42.4% | -59.5% | +17.1% | -38.6% |
| YTD | -22.1% | -62.8% | +40.8% | -16.5% |
| 1Y | -20.8% | -55.5% | +34.7% | -16.8% |
| 3Y | +75.7% | +25.7% | +50.1% | +53.9% |
| All | +157.0% | -64.2% | +221.2% | +139.3% |
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