+1,583.6%
CCJ vs BBWI
+834.1%
+749.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | +6.9% | -5.2% | +12.1% | +7.5% |
| 3M | -11.6% | +11.1% | -22.8% | -14.2% |
| 6M | -16.2% | -13.4% | -2.8% | -15.0% |
| YTD | +10.1% | +0.1% | +10.0% | +7.8% |
| 1Y | +32.3% | -36.1% | +68.4% | +40.3% |
| 3Y | +171.3% | -44.1% | +215.4% | +183.3% |
| 5Y | +372.4% | -66.2% | +438.6% | +429.3% |
| 10Y | +1,070.0% | -54.8% | +1,124.8% | +976.9% |
| All | +1,583.6% | +834.1% | +749.5% | +609.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling