+772.6%
CCJ vs ALM
+2,040.7%
-1,268.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.9% | -2.7% |
| 7D | +0.4% | -6.3% | +6.8% | +0.9% |
| 30D | -17.2% | -31.4% | +14.2% | -14.8% |
| 3M | -25.1% | -40.6% | +15.5% | -22.3% |
| 6M | -37.6% | -58.6% | +21.1% | -33.8% |
| YTD | -20.4% | -7.6% | -12.7% | -19.1% |
| 1Y | -22.5% | +13.8% | -36.4% | -22.2% |
| 3Y | +72.5% | +842.1% | -769.7% | +61.2% |
| 5Y | +179.9% | +407.4% | -227.5% | +163.1% |
| 10Y | +772.6% | +2,079.4% | -1,306.8% | +793.6% |
| All | +772.6% | +2,040.7% | -1,268.1% | +793.6% |
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