+342.9%
CCJ vs NWSA
+40.1%
+302.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +4.2% | -3.1% | +7.2% | +5.4% |
| 30D | +3.2% | +4.3% | -1.1% | +1.6% |
| 3M | -1.8% | +9.2% | -11.0% | -5.6% |
| 6M | -13.5% | +21.6% | -35.1% | -20.6% |
| YTD | +9.7% | +14.2% | -4.5% | +2.7% |
| 1Y | +30.0% | +1.8% | +28.2% | +27.8% |
| 3Y | +172.6% | +44.4% | +128.2% | +126.5% |
| 5Y | +342.9% | +41.0% | +302.0% | +261.4% |
| All | +342.9% | +40.1% | +302.9% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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