+766.3%
CCJ vs ALLY
+172.1%
+594.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +5.0% | -2.1% | +7.2% | +5.8% |
| 30D | -16.7% | +2.0% | -18.7% | -17.2% |
| 3M | -27.5% | -13.3% | -14.2% | -24.1% |
| 6M | -38.6% | -9.9% | -28.8% | -36.6% |
| YTD | -21.5% | -13.5% | -8.0% | -18.2% |
| 1Y | -22.3% | -2.8% | -19.5% | -21.8% |
| 3Y | +69.9% | +63.4% | +6.5% | +41.3% |
| 5Y | +163.6% | -10.9% | +174.5% | +156.7% |
| All | +766.3% | +172.1% | +594.3% | +491.5% |
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