+1,065.3%
CCJ vs BWA
+153.1%
+912.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.2% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -1.3% | -5.5% | +4.1% | +0.8% |
| 3M | +2.5% | -7.6% | +10.1% | +5.5% |
| 6M | -18.9% | +25.0% | -43.8% | -25.2% |
| YTD | +6.5% | +47.0% | -40.5% | -8.9% |
| 1Y | +22.8% | +54.0% | -31.2% | +3.0% |
| 3Y | +164.5% | +70.7% | +93.8% | +106.6% |
| 5Y | +303.7% | +86.7% | +217.0% | +196.3% |
| All | +1,065.3% | +153.1% | +912.2% | +623.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling