+1,082.1%
CCJ vs GWW
+7,008.0%
-5,925.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -0.8% | +3.6% | -4.4% | -2.1% |
| 30D | -13.2% | +12.1% | -25.3% | -16.8% |
| 3M | -27.6% | +12.9% | -40.5% | -30.9% |
| 6M | -38.7% | +19.3% | -58.0% | -42.9% |
| YTD | -22.7% | +48.7% | -71.4% | -33.7% |
| 1Y | -17.6% | +60.5% | -78.1% | -31.4% |
| 3Y | +62.7% | +93.3% | -30.6% | +25.3% |
| 5Y | +159.7% | +219.0% | -59.2% | +65.0% |
| 10Y | +769.3% | +659.0% | +110.4% | +282.0% |
| All | +1,082.1% | +7,008.0% | -5,925.9% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling