+64.2%
IWM vs CCI
+6.3%
+57.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.3% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -1.5% | +28.4% | -29.8% | -4.3% |
| 3M | -8.0% | +20.0% | -28.0% | -9.9% |
| 6M | -4.1% | +0.8% | -4.9% | -4.1% |
| YTD | +11.9% | +3.6% | +8.3% | +11.1% |
| 1Y | +15.0% | +6.1% | +8.9% | +13.7% |
| 3Y | +64.2% | +7.2% | +57.0% | +53.3% |
| All | +64.2% | +6.3% | +57.9% | +53.3% |
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