+844.8%
CCJ vs ALLE
+233.6%
+611.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.7% |
| 7D | +2.7% | -0.6% | +3.3% | +3.0% |
| 30D | -14.4% | +26.6% | -41.0% | -22.0% |
| 3M | -22.6% | +13.2% | -35.8% | -26.4% |
| 6M | -35.4% | +42.9% | -78.3% | -44.2% |
| YTD | -17.6% | +21.0% | -38.7% | -24.4% |
| 1Y | -18.1% | +15.2% | -33.3% | -23.4% |
| 3Y | +79.6% | +95.6% | -16.0% | +33.5% |
| 5Y | +175.3% | +53.4% | +121.9% | +121.0% |
| 10Y | +844.8% | +221.5% | +623.3% | +532.1% |
| All | +844.8% | +233.6% | +611.2% | +532.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling