+895.8%
CCI vs BBWI
+530.7%
+365.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.5% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | +2.7% | -5.2% | +7.9% | +3.5% |
| 3M | -18.2% | +11.1% | -29.3% | -20.9% |
| 6M | -14.8% | -13.4% | -1.4% | -13.8% |
| YTD | -12.6% | +0.1% | -12.7% | -14.8% |
| 1Y | -16.7% | -36.1% | +19.4% | -11.7% |
| 3Y | -10.5% | -44.1% | +33.6% | -7.5% |
| 5Y | -51.4% | -66.2% | +14.8% | -46.2% |
| 10Y | +20.0% | -54.8% | +74.8% | +1.9% |
| All | +895.8% | +530.7% | +365.1% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling