-25.9%
CCJ vs ALLY
+4.2%
-30.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -3.2% |
| 7D | -14.5% | +2.4% | -16.9% | -15.5% |
| 30D | -18.1% | +5.6% | -23.6% | -20.4% |
| 3M | -23.0% | -11.7% | -11.3% | -17.9% |
| 6M | -39.4% | -7.0% | -32.3% | -37.2% |
| YTD | -21.7% | -10.4% | -11.2% | -16.4% |
| 1Y | -25.9% | +2.4% | -28.3% | -31.6% |
| All | -25.9% | +4.2% | -30.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling