+2,855.2%
ITW vs CCJ
+1,604.2%
+1,251.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.8% |
| 7D | -0.4% | +5.9% | -6.4% | -1.5% |
| 30D | -9.4% | +4.7% | -14.1% | -10.4% |
| 3M | +7.1% | -3.3% | +10.4% | +7.2% |
| 6M | -1.9% | -7.0% | +5.2% | -1.8% |
| YTD | +10.4% | +11.5% | -1.0% | +6.0% |
| 1Y | +3.3% | +32.3% | -29.0% | -5.5% |
| 3Y | +21.0% | +176.8% | -155.8% | -9.0% |
| 5Y | +36.3% | +351.8% | -315.5% | -12.4% |
| 10Y | +185.8% | +1,080.5% | -894.7% | +33.4% |
| All | +2,855.2% | +1,604.2% | +1,251.0% | +1,042.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling