+11.5%
CCI vs SW
+42.5%
-31.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +6.2% |
| 7D | +5.0% | +12.1% | -7.0% | +4.4% |
| 30D | +36.4% | +6.6% | +29.8% | +35.9% |
| 3M | +20.4% | -6.0% | +26.4% | +20.7% |
| 6M | +4.9% | +21.5% | -16.6% | +3.5% |
| YTD | +7.8% | +20.3% | -12.5% | +6.5% |
| 1Y | +7.3% | +28.1% | -20.8% | +5.7% |
| All | +11.5% | +42.5% | -31.0% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling