+825.2%
CCJ vs ALLY
+189.4%
+635.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | -7.3% | +0.9% | -8.2% | -7.7% |
| 30D | -20.0% | +3.1% | -23.0% | -20.8% |
| 3M | -23.8% | -12.6% | -11.3% | -20.5% |
| 6M | -42.4% | -12.4% | -30.0% | -40.0% |
| YTD | -22.1% | -13.2% | -8.9% | -18.9% |
| 1Y | -20.8% | +1.8% | -22.7% | -21.5% |
| 3Y | +75.7% | +58.0% | +17.8% | +47.6% |
| 5Y | +167.4% | -8.4% | +175.9% | +158.3% |
| All | +825.2% | +189.4% | +635.9% | +533.1% |
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