+1,080.5%
CCJ vs ALLE
+148.2%
+932.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +5.9% | +2.8% | +3.1% | +4.8% |
| 30D | +4.7% | -7.6% | +12.3% | +7.9% |
| 3M | -3.3% | +22.8% | -26.1% | -11.1% |
| 6M | -7.0% | +4.6% | -11.6% | -9.0% |
| YTD | +11.5% | -1.2% | +12.7% | +10.9% |
| 1Y | +32.3% | -9.1% | +41.4% | +35.5% |
| 3Y | +176.8% | +50.0% | +126.9% | +128.4% |
| 5Y | +351.8% | +15.2% | +336.5% | +304.6% |
| 10Y | +1,080.5% | +151.1% | +929.4% | +737.4% |
| All | +1,080.5% | +148.2% | +932.3% | +737.4% |
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