+80.6%
CCI vs NWSA
+127.4%
-46.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.4% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | +2.7% | +4.6% | -1.9% | +1.5% |
| 3M | -18.2% | +13.2% | -31.4% | -20.7% |
| 6M | -14.8% | +27.0% | -41.8% | -19.7% |
| YTD | -12.6% | +16.8% | -29.4% | -16.2% |
| 1Y | -16.7% | +4.5% | -21.3% | -18.1% |
| 3Y | -10.5% | +46.2% | -56.7% | -19.8% |
| 5Y | -51.4% | +40.9% | -92.3% | -57.0% |
| 10Y | +20.0% | +145.1% | -125.1% | -14.0% |
| All | +80.6% | +127.4% | -46.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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