-9.9%
CCI vs WWD
+164.2%
-174.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +0.5% | -6.4% | +6.9% | +0.7% |
| 3M | -16.3% | -5.6% | -10.6% | -16.5% |
| 6M | -13.9% | -9.1% | -4.8% | -14.0% |
| YTD | -12.4% | +12.5% | -25.0% | -13.9% |
| 1Y | -15.2% | +41.3% | -56.5% | -18.1% |
| 3Y | -9.9% | +170.2% | -180.1% | -29.3% |
| All | -9.9% | +164.2% | -174.0% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling