+495.4%
CCJ vs ALLE
+260.9%
+234.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | +6.9% | -6.8% | +13.7% | +9.9% |
| 3M | -11.6% | +21.0% | -32.7% | -18.7% |
| 6M | -16.2% | +1.1% | -17.3% | -17.0% |
| YTD | +10.1% | -0.5% | +10.6% | +9.2% |
| 1Y | +32.3% | -7.3% | +39.5% | +34.6% |
| 3Y | +171.3% | +42.3% | +129.0% | +126.4% |
| 5Y | +372.4% | +13.5% | +358.9% | +324.7% |
| 10Y | +1,070.0% | +144.0% | +926.0% | +626.4% |
| All | +495.4% | +260.9% | +234.5% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling