+199.8%
EWT vs CCI
-10.8%
+210.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +9.4% | +2.1% | +7.2% | +9.4% |
| 3M | +10.9% | -17.8% | +28.7% | +11.6% |
| 6M | +57.9% | -14.2% | +72.1% | +58.3% |
| YTD | +75.9% | -13.3% | +89.3% | +75.9% |
| 1Y | +89.7% | -16.6% | +106.3% | +90.1% |
| All | +199.8% | -10.8% | +210.6% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling