-49.3%
CCI vs ITW
+36.9%
-86.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +2.2% | -8.3% | +10.6% | +6.0% |
| 3M | -16.9% | +6.0% | -22.9% | -19.4% |
| 6M | -11.5% | 0.0% | -11.5% | -12.1% |
| YTD | -12.8% | +10.2% | -23.1% | -17.3% |
| 1Y | -17.1% | +3.2% | -20.3% | -19.0% |
| 3Y | -9.6% | +21.0% | -30.6% | -20.0% |
| All | -49.3% | +36.9% | -86.2% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling