+458.4%
CCJ vs NWSA
+127.4%
+331.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +0.7% | -1.9% | +2.6% | +1.5% |
| 30D | +6.9% | +4.6% | +2.3% | +4.9% |
| 3M | -11.6% | +13.2% | -24.9% | -16.6% |
| 6M | -16.2% | +27.0% | -43.2% | -24.7% |
| YTD | +10.1% | +16.8% | -6.7% | +1.7% |
| 1Y | +32.3% | +4.5% | +27.8% | +27.7% |
| 3Y | +171.3% | +46.2% | +125.1% | +124.7% |
| 5Y | +372.4% | +40.9% | +331.5% | +287.5% |
| 10Y | +1,070.0% | +145.1% | +924.9% | +628.5% |
| All | +458.4% | +127.4% | +331.0% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling