+10.1%
CCI vs SW
+40.4%
-30.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +2.4% | +4.7% | -2.3% | +2.1% |
| 30D | +33.2% | +5.0% | +28.2% | +32.8% |
| 3M | +25.0% | -7.3% | +32.3% | +25.4% |
| 6M | +4.8% | +15.0% | -10.2% | +3.7% |
| YTD | +6.4% | +18.5% | -12.2% | +5.2% |
| 1Y | +6.5% | +27.1% | -20.7% | +4.9% |
| All | +10.1% | +40.4% | -30.3% | +7.7% |
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