+30.0%
CCJ vs BBWI
-35.2%
+65.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.5% |
| 7D | +4.2% | -4.4% | +8.6% | +4.9% |
| 30D | +3.2% | -7.4% | +10.6% | +4.1% |
| 3M | -1.8% | -2.2% | +0.4% | -2.3% |
| 6M | -13.5% | -16.3% | +2.8% | -11.9% |
| YTD | +9.7% | -9.1% | +18.9% | +9.4% |
| 1Y | +30.0% | -34.5% | +64.5% | +26.4% |
| All | +30.0% | -35.2% | +65.2% | +26.4% |
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