+844.8%
CCJ vs ALLY
+201.0%
+643.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -14.4% | +3.4% | -17.9% | -15.4% |
| 3M | -22.6% | -11.1% | -11.6% | -19.7% |
| 6M | -35.4% | -11.5% | -24.0% | -33.0% |
| YTD | -17.6% | -12.3% | -5.3% | -14.5% |
| 1Y | -18.1% | +1.1% | -19.3% | -18.7% |
| 3Y | +79.6% | +64.8% | +14.8% | +48.8% |
| 5Y | +175.3% | -6.9% | +182.1% | +164.4% |
| 10Y | +844.8% | +194.9% | +649.9% | +506.1% |
| All | +844.8% | +201.0% | +643.8% | +506.1% |
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