-19.9%
CCJ vs ALK
-4.9%
-15.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +3.4% |
| 7D | +2.7% | +8.9% | -6.2% | -0.2% |
| 30D | -14.4% | +5.9% | -20.4% | -16.1% |
| 3M | -22.6% | -16.5% | -6.1% | -18.0% |
| 6M | -35.4% | +2.1% | -37.5% | -36.6% |
| YTD | -17.6% | -17.1% | -0.5% | -15.2% |
| All | -19.9% | -4.9% | -15.0% | -23.6% |
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