+144.3%
IWM vs CCI
+65.8%
+78.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +2.8% | -1.4% | +4.1% | +3.2% |
| 30D | +0.6% | +12.7% | -12.1% | -3.4% |
| 3M | -7.8% | +23.0% | -30.8% | -14.3% |
| 6M | -1.0% | +0.6% | -1.6% | -2.3% |
| YTD | +13.9% | +4.9% | +9.0% | +9.9% |
| 1Y | +15.4% | +0.7% | +14.8% | +13.0% |
| 3Y | +70.2% | +10.2% | +60.0% | +56.0% |
| 5Y | +23.7% | -36.4% | +60.1% | +39.8% |
| All | +144.3% | +65.8% | +78.5% | +118.9% |
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 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