+19.6%
CCI vs BBWI
-57.7%
+77.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.6% |
| 7D | -4.4% | -8.0% | +3.6% | -3.7% |
| 30D | +0.3% | -6.6% | +6.9% | +0.8% |
| 3M | -20.0% | -2.7% | -17.3% | -20.1% |
| 6M | -14.5% | -12.8% | -1.7% | -14.1% |
| YTD | -14.9% | -10.5% | -4.4% | -14.8% |
| 1Y | -17.7% | -35.3% | +17.7% | -15.6% |
| 3Y | -12.4% | -47.7% | +35.4% | -10.3% |
| 5Y | -50.1% | -68.9% | +18.7% | -47.7% |
| All | +19.6% | -57.7% | +77.3% | +13.2% |
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