+75.7%
CCJ vs ALK
+16.0%
+59.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | -7.3% | +9.0% | -16.3% | -9.3% |
| 30D | -20.0% | -1.6% | -18.3% | -19.8% |
| 3M | -23.8% | -23.2% | -0.7% | -19.6% |
| 6M | -42.4% | -3.9% | -38.5% | -42.2% |
| YTD | -22.1% | -22.6% | +0.5% | -19.3% |
| 1Y | -20.8% | -5.3% | -15.5% | -20.6% |
| 3Y | +75.7% | +18.6% | +57.2% | +75.8% |
| All | +75.7% | +16.0% | +59.8% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling