+67.1%
CCI vs BWA
+94.6%
-27.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.4% | +7.3% | -8.7% | -2.2% |
| 30D | +12.7% | -15.8% | +28.5% | +14.8% |
| 3M | +23.0% | -25.7% | +48.8% | +27.0% |
| 6M | +0.6% | -19.6% | +20.2% | +2.4% |
| YTD | +4.9% | +14.1% | -9.2% | +1.1% |
| 1Y | +0.7% | +12.2% | -11.5% | -2.8% |
| 3Y | +10.2% | +63.8% | -53.6% | -0.4% |
| 5Y | -36.4% | +28.7% | -65.2% | -41.7% |
| All | +67.1% | +94.6% | -27.5% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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