+1,583.6%
CCJ vs ALK
+659.4%
+924.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +6.9% | -19.2% | +26.1% | +10.9% |
| 3M | -11.6% | -1.5% | -10.1% | -11.7% |
| 6M | -16.2% | -13.1% | -3.2% | -14.8% |
| YTD | +10.1% | -16.4% | +26.5% | +12.6% |
| 1Y | +32.3% | -33.1% | +65.3% | +39.7% |
| 3Y | +171.3% | +0.6% | +170.7% | +160.0% |
| 5Y | +372.4% | -26.4% | +398.8% | +372.8% |
| 10Y | +1,070.0% | -34.2% | +1,104.2% | +1,032.6% |
| All | +1,583.6% | +659.4% | +924.3% | +925.9% |
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