+196.4%
CCI vs SW
+755.0%
-558.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.9% |
| 7D | -0.4% | -5.1% | +4.7% | -0.3% |
| 30D | +2.7% | -4.6% | +7.3% | +2.8% |
| 3M | -18.2% | +9.4% | -27.6% | -18.5% |
| 6M | -14.8% | +3.5% | -18.3% | -15.0% |
| YTD | -12.6% | +22.0% | -34.6% | -13.3% |
| 1Y | -16.7% | +2.2% | -19.0% | -17.0% |
| 3Y | -10.5% | +19.6% | -30.1% | -11.6% |
| 5Y | -51.4% | -2.3% | -49.1% | -52.1% |
| 10Y | +20.0% | +181.4% | -161.3% | +15.9% |
| All | +196.4% | +755.0% | -558.6% | +191.9% |
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