+166.9%
IWM vs CCI
+17.2%
+149.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | +4.0% | -16.3% | +20.2% | +9.6% |
| 6M | +17.9% | -13.9% | +31.9% | +22.6% |
| YTD | +20.2% | -12.4% | +32.6% | +23.6% |
| 1Y | +25.0% | -15.2% | +40.2% | +29.7% |
| 3Y | +66.0% | -9.9% | +75.9% | +63.3% |
| 5Y | +40.0% | -50.8% | +90.9% | +73.3% |
| 10Y | +166.9% | +18.3% | +148.6% | +169.4% |
| All | +166.9% | +17.2% | +149.7% | +169.4% |
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