-16.7%
CCI vs SW
+1.0%
-17.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.0% |
| 7D | -0.4% | -5.1% | +4.7% | 0.0% |
| 30D | +2.7% | -4.6% | +7.3% | +3.1% |
| 3M | -18.2% | +9.4% | -27.6% | -19.1% |
| 6M | -14.8% | +3.5% | -18.3% | -14.6% |
| YTD | -12.6% | +22.0% | -34.6% | -14.9% |
| 1Y | -16.7% | +2.2% | -19.0% | -18.0% |
| All | -16.7% | +1.0% | -17.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling