+413.6%
CCI vs IWF
+724.4%
-310.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +0.2% | +1.5% | -1.3% | -1.1% |
| 30D | +0.5% | -1.3% | +1.8% | +1.5% |
| 3M | -16.3% | +0.1% | -16.4% | -17.3% |
| 6M | -13.9% | +10.3% | -24.2% | -22.5% |
| YTD | -12.4% | +4.2% | -16.6% | -17.2% |
| 1Y | -15.2% | +9.3% | -24.5% | -23.6% |
| 3Y | -9.9% | +79.3% | -89.2% | -52.4% |
| 5Y | -50.8% | +73.8% | -124.6% | -74.4% |
| 10Y | +18.3% | +410.9% | -392.6% | -81.9% |
| All | +413.6% | +724.4% | -310.8% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling