+22.4%
CCI vs WTW
+198.0%
-175.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -0.3% | -5.7% | +5.4% | +1.9% |
| 30D | +2.2% | -7.3% | +9.5% | +5.0% |
| 3M | -16.9% | +21.5% | -38.3% | -23.1% |
| 6M | -11.5% | +9.6% | -21.2% | -15.5% |
| YTD | -12.8% | -3.3% | -9.6% | -13.2% |
| 1Y | -17.1% | -6.1% | -10.9% | -16.5% |
| 3Y | -9.6% | +61.8% | -71.5% | -28.4% |
| 5Y | -48.9% | +42.7% | -91.6% | -57.9% |
| All | +22.4% | +198.0% | -175.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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