+1,099.6%
CCJ vs BBWI
+909.3%
+190.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.8% |
| 7D | +5.0% | -4.5% | +9.6% | +6.0% |
| 30D | -16.7% | +17.1% | -33.8% | -19.6% |
| 3M | -27.5% | +17.5% | -45.0% | -30.5% |
| 6M | -38.6% | +12.8% | -51.4% | -41.0% |
| YTD | -21.5% | +8.2% | -29.7% | -24.7% |
| 1Y | -22.3% | -1.8% | -20.5% | -24.6% |
| 3Y | +69.9% | -25.8% | +95.6% | +66.9% |
| 5Y | +163.6% | -68.0% | +231.6% | +197.3% |
| 10Y | +782.3% | -47.6% | +829.8% | +682.4% |
| All | +1,099.6% | +909.3% | +190.3% | +395.0% |
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