-19.4%
CCI vs TW
+206.7%
-226.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -0.3% | -4.5% | +4.2% | +1.0% |
| 30D | +2.2% | -2.3% | +4.5% | +2.9% |
| 3M | -16.9% | +2.6% | -19.5% | -17.8% |
| 6M | -11.5% | -17.5% | +6.0% | -7.0% |
| YTD | -12.8% | -5.3% | -7.5% | -12.4% |
| 1Y | -17.1% | -14.8% | -2.3% | -14.0% |
| 3Y | -9.6% | +18.8% | -28.5% | -17.5% |
| 5Y | -48.9% | +20.7% | -69.7% | -54.7% |
| All | -19.4% | +206.7% | -226.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling