+808.3%
IWM vs CCI
+425.7%
+382.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -1.3% | +2.7% | -3.9% | -1.9% |
| 3M | +1.6% | -18.2% | +19.8% | +6.0% |
| 6M | +13.6% | -14.8% | +28.3% | +17.0% |
| YTD | +20.8% | -12.6% | +33.3% | +23.3% |
| 1Y | +26.4% | -16.7% | +43.2% | +30.4% |
| 3Y | +60.7% | -10.5% | +71.2% | +60.8% |
| 5Y | +38.2% | -51.4% | +89.6% | +58.6% |
| 10Y | +169.5% | +20.0% | +149.4% | +149.5% |
| All | +808.3% | +425.7% | +382.6% | +460.6% |
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 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