+2,871.0%
ITW vs CCJ
+1,583.6%
+1,287.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | -9.1% | +6.9% | -16.0% | -10.4% |
| 3M | +8.2% | -11.6% | +19.9% | +10.1% |
| 6M | -4.8% | -16.2% | +11.4% | -2.8% |
| YTD | +11.0% | +10.1% | +0.9% | +6.8% |
| 1Y | +4.2% | +32.3% | -28.0% | -4.7% |
| 3Y | +17.3% | +171.3% | -154.0% | -11.5% |
| 5Y | +33.0% | +372.4% | -339.4% | -15.4% |
| 10Y | +182.3% | +1,070.0% | -887.7% | +31.9% |
| All | +2,871.0% | +1,583.6% | +1,287.3% | +1,051.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling