+502.5%
CCI vs IWD
+745.6%
-243.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -2.8% |
| 7D | +0.9% | +1.3% | -0.3% | -0.3% |
| 30D | +10.3% | +3.6% | +6.7% | +6.6% |
| 3M | +17.9% | +2.3% | +15.5% | +15.4% |
| 6M | -0.5% | +13.0% | -13.5% | -11.8% |
| YTD | +2.7% | +26.2% | -23.5% | -18.2% |
| 1Y | +3.1% | +30.5% | -27.3% | -20.5% |
| 3Y | +8.0% | +86.2% | -78.3% | -42.2% |
| 5Y | -37.8% | +72.9% | -110.7% | -64.1% |
| 10Y | +56.5% | +205.0% | -148.5% | -52.2% |
| All | +502.5% | +745.6% | -243.1% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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