+163.6%
CCJ vs BWA
+30.6%
+132.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | +5.0% | +7.3% | -2.2% | +2.1% |
| 30D | -16.7% | -15.8% | -0.9% | -10.4% |
| 3M | -27.5% | -25.7% | -1.8% | -18.1% |
| 6M | -38.6% | -19.6% | -19.0% | -32.7% |
| YTD | -21.5% | +14.1% | -35.6% | -25.7% |
| 1Y | -22.3% | +12.2% | -34.5% | -26.0% |
| 3Y | +69.9% | +63.8% | +6.0% | +34.1% |
| 5Y | +163.6% | +28.7% | +134.9% | +113.3% |
| All | +163.6% | +30.6% | +132.9% | +113.3% |
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