+69.3%
CCI vs BBWI
-47.4%
+116.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +14.4% | +12.9% | +1.5% | +13.2% |
| 3M | +21.7% | +16.0% | +5.7% | +19.8% |
| 6M | +4.0% | +16.6% | -12.6% | +1.9% |
| YTD | +6.2% | +9.7% | -3.5% | +4.3% |
| 1Y | +5.4% | +1.5% | +3.9% | +3.8% |
| 3Y | +11.7% | -21.4% | +33.1% | +10.1% |
| 5Y | -35.6% | -67.6% | +31.9% | -32.9% |
| All | +69.3% | -47.4% | +116.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling