+422.9%
CCJ vs ALLY
+124.8%
+298.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.7% | +3.7% | -2.9% | -0.5% |
| 30D | +6.9% | -2.3% | +9.1% | +7.7% |
| 3M | -11.6% | +3.8% | -15.5% | -12.8% |
| 6M | -16.2% | +9.7% | -25.9% | -18.9% |
| YTD | +10.1% | -1.4% | +11.5% | +10.2% |
| 1Y | +32.3% | +8.2% | +24.0% | +28.0% |
| 3Y | +171.3% | +66.5% | +104.8% | +120.7% |
| 5Y | +372.4% | +1.2% | +371.2% | +339.6% |
| 10Y | +1,070.0% | +191.4% | +878.6% | +603.7% |
| All | +422.9% | +124.8% | +298.1% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling