-49.3%
CCI vs IWF
+73.7%
-123.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +2.2% | -1.7% | +4.0% | +2.7% |
| 3M | -16.9% | +0.7% | -17.5% | -17.2% |
| 6M | -11.5% | +8.6% | -20.1% | -14.2% |
| YTD | -12.8% | +3.5% | -16.4% | -14.2% |
| 1Y | -17.1% | +7.0% | -24.1% | -19.3% |
| 3Y | -9.6% | +76.3% | -86.0% | -32.1% |
| All | -49.3% | +73.7% | -123.0% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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