-36.5%
CCI vs BBWI
-67.3%
+30.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +3.2% | -4.2% | +7.4% | +3.6% |
| 30D | +12.2% | +24.9% | -12.7% | +9.8% |
| 3M | +23.1% | +13.2% | +9.9% | +21.3% |
| 6M | +1.3% | +12.1% | -10.9% | -0.6% |
| YTD | +4.5% | +11.1% | -6.6% | +2.3% |
| 1Y | +2.3% | +0.7% | +1.6% | +0.7% |
| 3Y | +9.8% | -23.8% | +33.6% | +7.4% |
| 5Y | -36.5% | -66.9% | +30.4% | -32.3% |
| All | -36.5% | -67.3% | +30.7% | -32.3% |
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