+590.1%
EWT vs CCI
+257.8%
+332.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | +8.2% | +0.5% | +7.7% | +8.0% |
| 3M | +11.1% | -16.3% | +27.3% | +14.6% |
| 6M | +60.4% | -13.9% | +74.4% | +64.0% |
| YTD | +75.6% | -12.4% | +88.0% | +78.3% |
| 1Y | +91.3% | -15.2% | +106.5% | +95.4% |
| 3Y | +200.3% | -9.9% | +210.2% | +198.0% |
| 5Y | +156.4% | -50.8% | +207.2% | +187.1% |
| 10Y | +495.8% | +18.3% | +477.5% | +442.3% |
| All | +590.1% | +257.8% | +332.4% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling