+321.4%
CCJ vs ALLE
+327.3%
-5.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.7% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | -20.0% | +25.3% | -45.3% | -27.2% |
| 3M | -23.8% | +10.3% | -34.1% | -27.1% |
| 6M | -42.4% | +38.0% | -80.4% | -50.0% |
| YTD | -22.1% | +17.8% | -39.8% | -28.1% |
| 1Y | -20.8% | +13.6% | -34.4% | -25.9% |
| 3Y | +75.7% | +89.2% | -13.5% | +30.1% |
| 5Y | +167.4% | +51.1% | +116.4% | +114.0% |
| 10Y | +826.3% | +228.1% | +598.2% | +401.7% |
| All | +321.4% | +327.3% | -5.9% | +104.0% |
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