+67.1%
CCI vs WAT
+223.8%
-156.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.2% |
| 7D | -1.4% | +2.0% | -3.4% | -1.9% |
| 30D | +12.7% | +7.7% | +5.0% | +10.5% |
| 3M | +23.0% | +11.1% | +11.9% | +19.6% |
| 6M | +0.6% | +31.2% | -30.6% | -6.6% |
| YTD | +4.9% | +21.7% | -16.8% | -1.7% |
| 1Y | +0.7% | +19.3% | -18.6% | -5.2% |
| 3Y | +10.2% | +80.6% | -70.4% | -11.9% |
| 5Y | -36.4% | +29.5% | -66.0% | -44.5% |
| All | +67.1% | +223.8% | -156.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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