-36.3%
CCI vs WWD
+187.3%
-223.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +2.5% | +4.0% | -1.4% | +2.0% |
| 30D | +14.4% | +0.4% | +14.0% | +14.2% |
| 3M | +21.7% | -7.9% | +29.6% | +22.8% |
| 6M | +4.0% | -10.6% | +14.7% | +4.8% |
| YTD | +6.2% | +9.4% | -3.2% | +2.6% |
| 1Y | +5.4% | +25.7% | -20.3% | -0.9% |
| 3Y | +11.7% | +148.5% | -136.8% | -13.3% |
| All | -36.3% | +187.3% | -223.6% | -54.6% |
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