+895.8%
CCI vs WAT
+2,559.9%
-1,664.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | +2.7% | +2.3% | +0.4% | +1.9% |
| 3M | -18.2% | +8.7% | -26.9% | -20.6% |
| 6M | -14.8% | +28.3% | -43.1% | -22.0% |
| YTD | -12.6% | +7.8% | -20.4% | -16.2% |
| 1Y | -16.7% | +36.6% | -53.3% | -26.1% |
| 3Y | -10.5% | +45.7% | -56.2% | -25.2% |
| 5Y | -51.4% | -3.3% | -48.1% | -54.6% |
| 10Y | +20.0% | +162.1% | -142.1% | -21.8% |
| All | +895.8% | +2,559.9% | -1,664.1% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling