+7.3%
CCI vs ITW
+24.0%
-16.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +6.1% |
| 7D | +5.0% | +6.3% | -1.2% | +4.3% |
| 30D | +36.4% | +11.1% | +25.3% | +34.4% |
| 3M | +20.4% | +0.1% | +20.3% | +20.7% |
| 6M | +4.9% | +18.1% | -13.2% | +1.4% |
| YTD | +7.8% | +21.4% | -13.6% | +3.9% |
| 1Y | +7.3% | +22.9% | -15.6% | +3.3% |
| All | +7.3% | +24.0% | -16.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling