-21.1%
CCJ vs BBWI
+1.3%
-22.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +0.4% | -4.2% | +4.7% | +1.1% |
| 30D | -17.2% | +24.9% | -42.1% | -20.4% |
| 3M | -25.1% | +13.2% | -38.3% | -27.2% |
| 6M | -37.6% | +12.1% | -49.7% | -39.6% |
| YTD | -20.4% | +11.1% | -31.4% | -23.6% |
| All | -21.1% | +1.3% | -22.3% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling