+36.4%
ITW vs CCJ
+326.6%
-290.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.4% | +0.7% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | -9.5% | -1.3% | -8.2% | -9.5% |
| 3M | +6.6% | +2.5% | +4.1% | +6.2% |
| 6M | -1.8% | -18.9% | +17.1% | -0.5% |
| YTD | +9.0% | +6.5% | +2.5% | +7.5% |
| 1Y | +3.6% | +22.8% | -19.3% | +0.1% |
| 3Y | +19.4% | +164.5% | -145.0% | +3.0% |
| 5Y | +36.4% | +303.7% | -267.3% | +10.5% |
| All | +36.4% | +326.6% | -290.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling