+887.3%
CCI vs ITW
+1,621.4%
-734.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.2% |
| 7D | -0.3% | -1.9% | +1.6% | +0.7% |
| 30D | +2.1% | -10.4% | +12.5% | +7.6% |
| 3M | -17.8% | +3.5% | -21.4% | -19.6% |
| 6M | -14.2% | -3.4% | -10.8% | -13.5% |
| YTD | -13.3% | +8.5% | -21.9% | -17.6% |
| 1Y | -16.6% | +3.2% | -19.9% | -18.9% |
| 3Y | -10.8% | +18.9% | -29.7% | -20.1% |
| 5Y | -50.3% | +35.0% | -85.3% | -58.7% |
| 10Y | +22.5% | +188.6% | -166.1% | -34.3% |
| All | +887.3% | +1,621.4% | -734.2% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling