+772.6%
CCJ vs ALK
-39.7%
+812.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +0.4% | +12.9% | -12.5% | -2.8% |
| 30D | -17.2% | +5.5% | -22.8% | -18.7% |
| 3M | -25.1% | -12.1% | -13.0% | -22.9% |
| 6M | -37.6% | +1.7% | -39.3% | -38.6% |
| YTD | -20.4% | -17.4% | -2.9% | -18.0% |
| 1Y | -22.5% | -1.9% | -20.6% | -23.8% |
| 3Y | +72.5% | +21.2% | +51.2% | +51.3% |
| 5Y | +179.9% | -27.8% | +207.7% | +177.8% |
| 10Y | +772.6% | -41.0% | +813.6% | +784.7% |
| All | +772.6% | -39.7% | +812.3% | +784.7% |
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