-17.6%
CCJ vs ALLY
-1.0%
-16.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -13.2% | +5.2% | -18.4% | -15.4% |
| 3M | -27.6% | -13.3% | -14.3% | -22.4% |
| 6M | -38.7% | -6.7% | -32.0% | -36.6% |
| YTD | -22.7% | -12.8% | -9.9% | -17.2% |
| 1Y | -17.6% | +0.7% | -18.3% | -21.5% |
| All | -17.6% | -1.0% | -16.5% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling