+1,056.5%
CCJ vs BBWI
-55.0%
+1,111.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.7% |
| 7D | -4.0% | -4.8% | +0.8% | -3.4% |
| 30D | -2.4% | +3.5% | -5.9% | -3.2% |
| 3M | -2.3% | -0.3% | -2.0% | -2.9% |
| 6M | -16.2% | -5.4% | -10.8% | -16.4% |
| YTD | +5.7% | -4.7% | +10.4% | +4.9% |
| 1Y | +21.3% | -30.5% | +51.7% | +25.0% |
| 3Y | +159.4% | -44.3% | +203.7% | +168.1% |
| 5Y | +300.7% | -66.9% | +367.5% | +334.6% |
| All | +1,056.5% | -55.0% | +1,111.4% | +1,022.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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