-49.8%
CCI vs BBWI
-66.7%
+16.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +0.2% | +1.6% | -1.4% | 0.0% |
| 30D | +0.5% | -6.2% | +6.7% | +1.0% |
| 3M | -16.3% | +4.3% | -20.6% | -17.0% |
| 6M | -13.9% | -7.2% | -6.8% | -14.0% |
| YTD | -12.4% | -3.0% | -9.4% | -13.0% |
| 1Y | -15.2% | -30.8% | +15.6% | -13.2% |
| 3Y | -9.9% | -43.4% | +33.5% | -8.6% |
| All | -49.8% | -66.7% | +16.9% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling