-25.9%
CCJ vs ALM
+44.8%
-70.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -14.5% | -6.4% | -8.1% | -12.8% |
| 30D | -18.1% | -35.0% | +16.9% | -7.8% |
| 3M | -23.0% | -33.8% | +10.8% | -14.8% |
| 6M | -39.4% | -55.0% | +15.6% | -26.8% |
| YTD | -21.7% | -0.2% | -21.4% | -17.1% |
| 1Y | -25.9% | +41.8% | -67.7% | -28.2% |
| All | -25.9% | +44.8% | -70.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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