+1,099.7%
CCJ vs ALM
+3,082.3%
-1,982.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.2% |
| 7D | +4.2% | +3.6% | +0.6% | +3.9% |
| 30D | +3.2% | +33.8% | -30.6% | +0.9% |
| 3M | -1.8% | +14.8% | -16.6% | -3.2% |
| 6M | -13.5% | -7.0% | -6.6% | -13.8% |
| YTD | +9.7% | +108.1% | -98.3% | +5.0% |
| 1Y | +30.0% | +313.8% | -283.8% | +20.7% |
| 3Y | +172.6% | +2,227.6% | -2,055.0% | +138.7% |
| 5Y | +342.9% | +956.6% | -613.7% | +292.5% |
| 10Y | +1,099.7% | +3,082.3% | -1,982.5% | +1,014.0% |
| All | +1,099.7% | +3,082.3% | -1,982.5% | +1,014.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling