+22.4%
CCI vs WWD
+498.2%
-475.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | +2.2% | -6.9% | +9.2% | +3.4% |
| 3M | -16.9% | -13.0% | -3.8% | -15.2% |
| 6M | -11.5% | -12.5% | +0.9% | -10.3% |
| YTD | -12.8% | +11.8% | -24.7% | -16.0% |
| 1Y | -17.1% | +41.1% | -58.1% | -23.9% |
| 3Y | -9.6% | +163.1% | -172.7% | -28.8% |
| 5Y | -48.9% | +187.6% | -236.6% | -61.3% |
| All | +22.4% | +498.2% | -475.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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