+1,091.6%
CCJ vs ALK
+603.4%
+488.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | -7.3% | +9.0% | -16.3% | -8.9% |
| 30D | -20.0% | -1.6% | -18.3% | -19.9% |
| 3M | -23.8% | -23.2% | -0.7% | -20.5% |
| 6M | -42.4% | -3.9% | -38.5% | -42.4% |
| YTD | -22.1% | -22.6% | +0.5% | -19.5% |
| 1Y | -20.8% | -5.3% | -15.5% | -21.1% |
| 3Y | +75.7% | +18.6% | +57.2% | +63.6% |
| 5Y | +167.4% | -34.4% | +201.8% | +172.9% |
| 10Y | +826.3% | -40.8% | +867.1% | +811.0% |
| All | +1,091.6% | +603.4% | +488.2% | +634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling