+163.9%
CCJ vs ALK
-31.3%
+195.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -13.2% | +7.7% | -20.9% | -15.3% |
| 3M | -27.6% | -19.0% | -8.7% | -23.6% |
| 6M | -38.7% | -0.2% | -38.5% | -39.3% |
| YTD | -22.7% | -23.5% | +0.8% | -18.6% |
| 1Y | -17.6% | -9.1% | -8.5% | -17.2% |
| 3Y | +62.7% | +12.0% | +50.7% | +39.7% |
| All | +163.9% | -31.3% | +195.3% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling