+895.8%
CCI vs BWA
+1,835.5%
-939.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -2.7% |
| 7D | -0.4% | +5.7% | -6.1% | -2.1% |
| 30D | +2.7% | +1.4% | +1.3% | +2.0% |
| 3M | -18.2% | -12.1% | -6.1% | -15.8% |
| 6M | -14.8% | +28.6% | -43.3% | -22.8% |
| YTD | -12.6% | +51.1% | -63.7% | -25.6% |
| 1Y | -16.7% | +55.9% | -72.6% | -30.1% |
| 3Y | -10.5% | +70.1% | -80.6% | -29.4% |
| 5Y | -51.4% | +90.7% | -142.1% | -64.4% |
| 10Y | +20.0% | +154.0% | -133.9% | -30.4% |
| All | +895.8% | +1,835.5% | -939.7% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling