+0.6%
CCI vs BBWI
+13.2%
-12.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +0.8% |
| 7D | -1.4% | -4.5% | +3.1% | -1.3% |
| 30D | +12.7% | +17.1% | -4.4% | +12.8% |
| 3M | +23.0% | +17.5% | +5.5% | +23.0% |
| 6M | +0.6% | +12.8% | -12.2% | +0.7% |
| All | +0.6% | +13.2% | -12.6% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling