+11.7%
CCI vs TW
+44.1%
-32.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | +2.5% | +3.9% | -1.4% | +1.8% |
| 30D | +14.4% | +19.9% | -5.5% | +10.9% |
| 3M | +21.7% | +25.9% | -4.3% | +16.9% |
| 6M | +4.0% | +21.1% | -17.1% | +0.5% |
| YTD | +6.2% | +23.9% | -17.7% | +2.4% |
| 1Y | +5.4% | +21.2% | -15.8% | +2.0% |
| 3Y | +11.7% | +44.8% | -33.0% | +12.8% |
| All | +11.7% | +44.1% | -32.3% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling