+0.6%
CCI vs WAT
+32.1%
-31.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +0.7% |
| 7D | -1.4% | +2.0% | -3.4% | -1.5% |
| 30D | +12.7% | +7.7% | +5.0% | +12.6% |
| 3M | +23.0% | +11.1% | +11.9% | +22.8% |
| 6M | +0.6% | +31.2% | -30.6% | +0.1% |
| All | +0.6% | +32.1% | -31.5% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling