+1,583.6%
CCJ vs BWA
+2,611.9%
-1,028.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.9% |
| 7D | +0.7% | +5.7% | -4.9% | -1.3% |
| 30D | +6.9% | +1.4% | +5.5% | +6.3% |
| 3M | -11.6% | -12.1% | +0.4% | -7.4% |
| 6M | -16.2% | +28.6% | -44.8% | -23.3% |
| YTD | +10.1% | +51.1% | -41.0% | -6.1% |
| 1Y | +32.3% | +55.9% | -23.6% | +11.3% |
| 3Y | +171.3% | +70.1% | +101.2% | +114.8% |
| 5Y | +372.4% | +90.7% | +281.7% | +252.6% |
| 10Y | +1,070.0% | +154.0% | +916.1% | +639.2% |
| All | +1,583.6% | +2,611.9% | -1,028.3% | +528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling