+159.4%
CCJ vs GWW
+89.6%
+69.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.0% |
| 7D | -4.0% | -3.4% | -0.7% | -3.1% |
| 30D | -2.4% | -1.9% | -0.5% | -1.8% |
| 3M | -2.3% | -2.4% | +0.1% | -2.1% |
| 6M | -16.2% | +15.7% | -31.9% | -21.3% |
| YTD | +5.7% | +27.6% | -21.9% | -4.2% |
| 1Y | +21.3% | +27.2% | -5.9% | +10.1% |
| 3Y | +159.4% | +89.7% | +69.7% | +120.6% |
| All | +159.4% | +89.6% | +69.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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