+1,094.9%
CCI vs BWA
+1,361.2%
-266.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.4% | +7.3% | -8.7% | -3.6% |
| 30D | +12.7% | -15.8% | +28.5% | +18.3% |
| 3M | +23.0% | -25.7% | +48.8% | +33.6% |
| 6M | +0.6% | -19.6% | +20.2% | +5.3% |
| YTD | +4.9% | +14.1% | -9.2% | -3.3% |
| 1Y | +0.7% | +12.2% | -11.5% | -6.9% |
| 3Y | +10.2% | +63.8% | -53.6% | -12.6% |
| 5Y | -36.4% | +28.7% | -65.2% | -47.3% |
| 10Y | +66.6% | +95.8% | -29.2% | +4.0% |
| All | +1,094.9% | +1,361.2% | -266.3% | +131.8% |
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