+772.6%
CCJ vs ALLY
+182.8%
+589.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -17.2% | +1.1% | -18.4% | -17.6% |
| 3M | -25.1% | -13.2% | -11.9% | -21.7% |
| 6M | -37.6% | -13.5% | -24.1% | -34.7% |
| YTD | -20.4% | -14.3% | -6.1% | -16.7% |
| 1Y | -22.5% | -1.1% | -21.4% | -22.5% |
| 3Y | +72.5% | +62.0% | +10.5% | +43.8% |
| 5Y | +179.9% | -9.6% | +189.5% | +171.5% |
| 10Y | +772.6% | +176.0% | +596.7% | +498.7% |
| All | +772.6% | +182.8% | +589.8% | +498.7% |
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