+260.7%
CCI vs SW
+730.4%
-469.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +2.4% | +4.7% | -2.3% | +2.3% |
| 30D | +33.2% | +5.0% | +28.2% | +33.0% |
| 3M | +25.0% | -7.3% | +32.3% | +25.2% |
| 6M | +4.8% | +15.0% | -10.2% | +4.2% |
| YTD | +6.4% | +18.5% | -12.2% | +5.6% |
| 1Y | +6.5% | +27.1% | -20.7% | +5.5% |
| 3Y | +8.6% | +49.3% | -40.7% | +6.8% |
| 5Y | -35.3% | -1.6% | -33.7% | -36.2% |
| 10Y | +58.2% | +185.4% | -127.1% | +52.8% |
| All | +260.7% | +730.4% | -469.7% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling