+342.9%
CCJ vs BWA
+89.5%
+253.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +3.2% | -5.6% | +8.7% | +5.5% |
| 3M | -1.8% | -10.7% | +8.9% | +2.5% |
| 6M | -13.5% | +23.2% | -36.7% | -19.9% |
| YTD | +9.7% | +46.0% | -36.2% | -6.0% |
| 1Y | +30.0% | +51.2% | -21.2% | +9.6% |
| 3Y | +172.6% | +69.6% | +103.0% | +112.7% |
| 5Y | +342.9% | +86.6% | +256.4% | +199.7% |
| All | +342.9% | +89.5% | +253.5% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling