+741.9%
IWM vs CCI
+523.2%
+218.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.6% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -1.5% | +28.4% | -29.8% | -7.5% |
| 3M | -8.0% | +20.0% | -28.0% | -12.3% |
| 6M | -4.1% | +0.8% | -4.9% | -5.3% |
| YTD | +11.9% | +3.6% | +8.3% | +9.3% |
| 1Y | +15.0% | +6.1% | +8.9% | +11.6% |
| 3Y | +64.2% | +7.2% | +57.0% | +56.9% |
| 5Y | +20.4% | -37.0% | +57.4% | +29.5% |
| 10Y | +168.0% | +54.2% | +113.8% | +133.2% |
| All | +741.9% | +523.2% | +218.7% | +396.9% |
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 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