+895.8%
CCI vs GWW
+4,810.9%
-3,915.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | +2.7% | +3.3% | -0.6% | +1.4% |
| 3M | -18.2% | +2.9% | -21.1% | -19.6% |
| 6M | -14.8% | +15.8% | -30.6% | -20.2% |
| YTD | -12.6% | +32.0% | -44.6% | -22.4% |
| 1Y | -16.7% | +29.9% | -46.6% | -25.8% |
| 3Y | -10.5% | +91.1% | -101.6% | -33.1% |
| 5Y | -51.4% | +223.9% | -275.3% | -71.1% |
| 10Y | +20.0% | +567.0% | -547.0% | -51.9% |
| All | +895.8% | +4,810.9% | -3,915.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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