+1,056.5%
CCJ vs GWRE
+131.0%
+925.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -4.0% | -13.2% | +9.2% | -0.9% |
| 30D | -2.4% | -18.6% | +16.2% | +1.3% |
| 3M | -2.3% | +18.9% | -21.2% | -9.1% |
| 6M | -16.2% | -11.0% | -5.3% | -17.1% |
| YTD | +5.7% | -29.9% | +35.6% | +10.9% |
| 1Y | +21.3% | -44.3% | +65.6% | +36.4% |
| 3Y | +159.4% | +51.7% | +107.7% | +104.8% |
| 5Y | +300.7% | +15.4% | +285.2% | +230.9% |
| All | +1,056.5% | +131.0% | +925.5% | +756.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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