+1,080.5%
CCJ vs ALK
-38.6%
+1,119.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.0% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +4.7% | -18.5% | +23.2% | +10.3% |
| 3M | -3.3% | -3.6% | +0.3% | -2.9% |
| 6M | -7.0% | -3.7% | -3.3% | -7.3% |
| YTD | +11.5% | -19.0% | +30.5% | +15.8% |
| 1Y | +32.3% | -36.0% | +68.3% | +44.9% |
| 3Y | +176.8% | +2.3% | +174.5% | +155.0% |
| 5Y | +351.8% | -27.8% | +379.5% | +348.5% |
| 10Y | +1,080.5% | -39.0% | +1,119.5% | +1,044.9% |
| All | +1,080.5% | -38.6% | +1,119.1% | +1,044.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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