+163.9%
CCJ vs ALLE
+51.6%
+112.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -0.8% | +3.6% | -4.4% | -2.1% |
| 30D | -13.2% | +25.9% | -39.1% | -21.3% |
| 3M | -27.6% | +15.8% | -43.4% | -32.0% |
| 6M | -38.7% | +48.1% | -86.8% | -48.5% |
| YTD | -22.7% | +22.0% | -44.7% | -29.8% |
| 1Y | -17.6% | +18.0% | -35.6% | -24.1% |
| 3Y | +62.7% | +93.1% | -30.4% | +14.2% |
| All | +163.9% | +51.6% | +112.3% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling