+351.8%
CCJ vs BBWI
-66.8%
+418.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.8% |
| 7D | +5.9% | +1.6% | +4.4% | +5.6% |
| 30D | +4.7% | -6.2% | +10.9% | +5.6% |
| 3M | -3.3% | +4.3% | -7.6% | -4.8% |
| 6M | -7.0% | -7.2% | +0.1% | -7.0% |
| YTD | +11.5% | -3.0% | +14.5% | +9.9% |
| 1Y | +32.3% | -30.8% | +63.0% | +37.9% |
| 3Y | +176.8% | -43.4% | +220.2% | +186.7% |
| 5Y | +351.8% | -66.7% | +418.5% | +507.2% |
| All | +351.8% | -66.8% | +418.6% | +507.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling