+512.9%
CCI vs IWD
+745.7%
-232.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.2% | +1.6% | +1.6% | +1.7% |
| 30D | +12.2% | +3.6% | +8.6% | +8.4% |
| 3M | +23.1% | +2.0% | +21.1% | +20.9% |
| 6M | +1.3% | +13.1% | -11.8% | -10.3% |
| YTD | +4.5% | +26.2% | -21.7% | -16.8% |
| 1Y | +2.3% | +29.6% | -27.3% | -20.6% |
| 3Y | +9.8% | +84.3% | -74.5% | -40.6% |
| 5Y | -36.5% | +73.4% | -110.0% | -63.5% |
| 10Y | +64.7% | +202.4% | -137.8% | -49.2% |
| All | +512.9% | +745.7% | -232.8% | -41.9% |
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