+346.1%
CCJ vs ALM
+951.0%
-604.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | +6.9% | +32.0% | -25.1% | +2.8% |
| 3M | -11.6% | -15.0% | +3.4% | -10.7% |
| 6M | -16.2% | -10.1% | -6.1% | -16.4% |
| YTD | +10.1% | +99.4% | -89.3% | +1.7% |
| 1Y | +32.3% | +316.4% | -284.1% | +14.8% |
| 3Y | +171.3% | +2,022.0% | -1,850.7% | +109.9% |
| All | +346.1% | +951.0% | -604.8% | +253.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling