-49.3%
CCI vs WTW
+42.0%
-91.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -0.3% | -5.7% | +5.4% | +1.6% |
| 30D | +2.2% | -7.3% | +9.5% | +4.7% |
| 3M | -16.9% | +21.5% | -38.3% | -22.5% |
| 6M | -11.5% | +9.6% | -21.2% | -15.2% |
| YTD | -12.8% | -3.3% | -9.6% | -12.9% |
| 1Y | -17.1% | -6.1% | -10.9% | -16.2% |
| 3Y | -9.6% | +61.8% | -71.5% | -29.7% |
| All | -49.3% | +42.0% | -91.3% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling