+176.8%
CCJ vs BWA
+72.9%
+103.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.9% |
| 7D | +5.9% | +4.3% | +1.7% | +4.4% |
| 30D | +4.7% | -2.9% | +7.6% | +5.7% |
| 3M | -3.3% | -12.4% | +9.1% | +0.8% |
| 6M | -7.0% | +28.6% | -35.6% | -13.3% |
| YTD | +11.5% | +48.2% | -36.8% | -1.2% |
| 1Y | +32.3% | +50.9% | -18.7% | +16.5% |
| 3Y | +176.8% | +72.2% | +104.7% | +124.1% |
| All | +176.8% | +72.9% | +103.9% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling