+32.3%
CCJ vs BWA
+59.1%
-26.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -1.0% |
| 7D | +0.7% | +5.7% | -4.9% | -1.6% |
| 30D | +6.9% | +1.4% | +5.5% | +6.1% |
| 3M | -11.6% | -12.1% | +0.4% | -7.6% |
| 6M | -16.2% | +28.6% | -44.8% | -22.2% |
| YTD | +10.1% | +51.1% | -41.0% | -4.3% |
| 1Y | +32.3% | +55.9% | -23.6% | +15.7% |
| All | +32.3% | +59.1% | -26.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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