-50.3%
CCI vs WWD
+191.3%
-241.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +2.1% | -5.1% | +7.2% | +2.8% |
| 3M | -17.8% | -11.2% | -6.6% | -17.0% |
| 6M | -14.2% | -12.0% | -2.1% | -13.4% |
| YTD | -13.3% | +12.0% | -25.3% | -16.3% |
| 1Y | -16.6% | +42.8% | -59.4% | -23.3% |
| 3Y | -10.8% | +168.9% | -179.8% | -31.6% |
| 5Y | -50.3% | +192.2% | -242.5% | -65.4% |
| All | -50.3% | +191.3% | -241.6% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling