-50.3%
CCI vs WAT
-4.9%
-45.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +2.1% | -1.7% | +3.8% | +2.4% |
| 3M | -17.8% | +9.1% | -26.9% | -19.5% |
| 6M | -14.2% | +32.4% | -46.6% | -19.8% |
| YTD | -13.3% | +6.6% | -19.9% | -15.4% |
| 1Y | -16.6% | +34.7% | -51.3% | -23.4% |
| 3Y | -10.8% | +53.6% | -64.4% | -25.1% |
| 5Y | -50.3% | -4.1% | -46.2% | -55.5% |
| All | -50.3% | -4.9% | -45.4% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling