-42.1%
KWEB vs CCI
-49.3%
+7.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -10.7% | +2.2% | -12.9% | -11.1% |
| 3M | -7.4% | -16.9% | +9.5% | -4.1% |
| 6M | -19.3% | -11.5% | -7.8% | -17.6% |
| YTD | -27.8% | -12.8% | -14.9% | -26.3% |
| 1Y | -35.9% | -17.1% | -18.9% | -34.0% |
| 3Y | -1.9% | -9.6% | +7.7% | -4.1% |
| All | -42.1% | -49.3% | +7.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling