+4.2%
ITW vs CCJ
+31.2%
-27.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.6% | +0.7% | -4.3% | -3.6% |
| 30D | -9.1% | +6.9% | -16.0% | -9.3% |
| 3M | +8.2% | -11.6% | +19.9% | +8.6% |
| 6M | -4.8% | -16.2% | +11.4% | -4.6% |
| YTD | +11.0% | +10.1% | +0.9% | +11.4% |
| 1Y | +4.2% | +32.3% | -28.0% | +4.1% |
| All | +4.2% | +31.2% | -27.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling