+163.6%
CCJ vs GWW
+224.0%
-60.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.8% |
| 7D | +5.0% | +3.7% | +1.3% | +3.5% |
| 30D | -16.7% | +13.6% | -30.3% | -20.9% |
| 3M | -27.5% | +15.4% | -42.9% | -31.7% |
| 6M | -38.6% | +21.8% | -60.4% | -43.9% |
| YTD | -21.5% | +50.0% | -71.6% | -34.8% |
| 1Y | -22.3% | +60.2% | -82.5% | -37.3% |
| 3Y | +69.9% | +94.4% | -24.5% | +22.3% |
| 5Y | +163.6% | +221.8% | -58.2% | +29.9% |
| All | +163.6% | +224.0% | -60.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling