-22.5%
CCJ vs ALLY
-1.7%
-20.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -17.2% | +1.1% | -18.4% | -17.7% |
| 3M | -25.1% | -13.2% | -11.9% | -19.6% |
| 6M | -37.6% | -13.5% | -24.1% | -33.0% |
| YTD | -20.4% | -14.3% | -6.1% | -13.5% |
| 1Y | -22.5% | -1.1% | -21.4% | -27.5% |
| All | -22.5% | -1.7% | -20.8% | -27.5% |
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