+1,583.6%
CCJ vs GWW
+6,210.4%
-4,626.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +6.9% | +3.3% | +3.6% | +5.6% |
| 3M | -11.6% | +2.9% | -14.6% | -13.0% |
| 6M | -16.2% | +15.8% | -32.0% | -21.0% |
| YTD | +10.1% | +32.0% | -21.9% | -1.2% |
| 1Y | +32.3% | +29.9% | +2.4% | +19.1% |
| 3Y | +171.3% | +91.1% | +80.2% | +109.9% |
| 5Y | +372.4% | +223.9% | +148.5% | +198.9% |
| 10Y | +1,070.0% | +567.0% | +503.0% | +439.4% |
| All | +1,583.6% | +6,210.4% | -4,626.8% | +399.9% |
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 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