-36.5%
CCI vs WAT
+36.4%
-72.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +3.2% | +3.4% | -0.2% | +2.5% |
| 30D | +12.2% | +9.6% | +2.6% | +10.0% |
| 3M | +23.1% | +15.5% | +7.7% | +19.4% |
| 6M | +1.3% | +33.9% | -32.6% | -5.2% |
| YTD | +4.5% | +25.2% | -20.7% | -1.4% |
| 1Y | +2.3% | +26.3% | -24.0% | -3.7% |
| 3Y | +9.8% | +85.8% | -76.0% | -12.1% |
| 5Y | -36.5% | +35.3% | -71.8% | -43.4% |
| All | -36.5% | +36.4% | -72.9% | -43.4% |
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