+512.5%
CCJ vs ALHC
-28.9%
+541.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.9% |
| YTD | +10.1% | -31.4% | +41.6% | +12.2% |
| 1Y | +32.3% | -16.9% | +49.2% | +32.2% |
| 3Y | +171.3% | +135.5% | +35.8% | +127.4% |
| 5Y | +372.4% | -33.6% | +406.0% | +330.5% |
| All | +512.5% | -28.9% | +541.5% | +418.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling