+97.9%
EWT vs CCI
-18.8%
+116.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +1.6% |
| 7D | +4.0% | -0.4% | +4.4% | +3.9% |
| 30D | +10.3% | +2.7% | +7.6% | +10.7% |
| 3M | +6.1% | -18.2% | +24.3% | +5.7% |
| 6M | +56.6% | -14.8% | +71.4% | +55.8% |
| YTD | +76.6% | -12.6% | +89.2% | +74.6% |
| 1Y | +97.9% | -16.7% | +114.6% | +94.9% |
| All | +97.9% | -18.8% | +116.6% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling