+65.1%
CCJ vs ALM
+836.8%
-771.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -2.2% |
| 7D | +5.0% | -4.0% | +9.1% | +5.9% |
| 30D | -16.7% | -30.5% | +13.8% | -11.2% |
| 3M | -27.5% | -46.9% | +19.4% | -19.5% |
| 6M | -38.6% | -65.5% | +26.9% | -27.8% |
| YTD | -21.5% | -13.4% | -8.1% | -18.2% |
| 1Y | -22.3% | +9.8% | -32.1% | -21.5% |
| All | +65.1% | +836.8% | -771.7% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling