-22.3%
CCJ vs ALK
-7.4%
-14.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.4% | -1.8% |
| 7D | +5.0% | +0.9% | +4.1% | +4.8% |
| 30D | -16.7% | +3.3% | -20.0% | -17.7% |
| 3M | -27.5% | -17.6% | -10.0% | -22.8% |
| 6M | -38.6% | +0.8% | -39.4% | -39.5% |
| YTD | -21.5% | -22.4% | +0.8% | -17.4% |
| 1Y | -22.3% | -10.1% | -12.2% | -23.3% |
| All | -22.3% | -7.4% | -14.9% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling