+513.6%
EWT vs CCI
+23.6%
+490.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.4% |
| 7D | -1.1% | -0.3% | -0.9% | -1.1% |
| 30D | +4.5% | +2.2% | +2.2% | +4.0% |
| 3M | +8.3% | -16.9% | +25.1% | +12.0% |
| 6M | +54.2% | -11.5% | +65.8% | +56.7% |
| YTD | +74.6% | -12.8% | +87.4% | +77.4% |
| 1Y | +84.9% | -17.1% | +102.0% | +89.9% |
| 3Y | +197.5% | -9.6% | +207.2% | +191.9% |
| 5Y | +150.6% | -48.9% | +199.5% | +186.0% |
| All | +513.6% | +23.6% | +490.0% | +450.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling