+70.9%
CCJ vs ALLE
+93.1%
-22.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.8% |
| 7D | +3.7% | -0.8% | +4.5% | +4.0% |
| 30D | -13.7% | +27.4% | -41.1% | -19.7% |
| 3M | -24.7% | +13.8% | -38.6% | -27.5% |
| 6M | -38.1% | +45.5% | -83.6% | -44.8% |
| YTD | -18.8% | +21.4% | -40.2% | -24.0% |
| 1Y | -19.5% | +15.4% | -34.9% | -23.6% |
| All | +70.9% | +93.1% | -22.1% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling