+1,080.5%
CCJ vs ALLY
+178.4%
+902.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.3% |
| 7D | +5.9% | +1.0% | +4.9% | +5.6% |
| 30D | +4.7% | -3.3% | +8.0% | +5.8% |
| 3M | -3.3% | +0.5% | -3.7% | -3.4% |
| 6M | -7.0% | +12.6% | -19.6% | -10.6% |
| YTD | +11.5% | -4.7% | +16.1% | +12.7% |
| 1Y | +32.3% | +5.2% | +27.0% | +29.4% |
| 3Y | +176.8% | +66.5% | +110.4% | +128.4% |
| 5Y | +351.8% | +0.2% | +351.6% | +323.9% |
| 10Y | +1,080.5% | +180.8% | +899.7% | +695.6% |
| All | +1,080.5% | +178.4% | +902.1% | +695.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling