-25.9%
CCJ vs BWA
+17.4%
-43.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | -14.5% | -9.9% | -4.6% | -10.2% |
| 30D | -18.1% | -16.4% | -1.7% | -10.8% |
| 3M | -23.0% | -19.8% | -3.2% | -14.7% |
| 6M | -39.4% | -10.0% | -29.4% | -34.8% |
| YTD | -21.7% | +12.7% | -34.4% | -24.5% |
| 1Y | -25.9% | +15.7% | -41.6% | -29.4% |
| All | -25.9% | +17.4% | -43.3% | -29.4% |
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