+10.3%
CCI vs BWA
+64.3%
-54.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.4% | +7.3% | -8.7% | -1.7% |
| 30D | +12.7% | -15.8% | +28.5% | +13.6% |
| 3M | +23.0% | -25.7% | +48.8% | +24.6% |
| 6M | +0.6% | -19.6% | +20.2% | +1.0% |
| YTD | +4.9% | +14.1% | -9.2% | +0.6% |
| 1Y | +0.7% | +12.2% | -11.5% | -3.2% |
| All | +10.3% | +64.3% | -54.0% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling