+1,094.9%
CCI vs WAT
+2,903.1%
-1,808.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.3% |
| 7D | -1.4% | +2.0% | -3.4% | -2.0% |
| 30D | +12.7% | +7.7% | +5.0% | +10.0% |
| 3M | +23.0% | +11.1% | +11.9% | +18.8% |
| 6M | +0.6% | +31.2% | -30.6% | -8.1% |
| YTD | +4.9% | +21.7% | -16.8% | -3.3% |
| 1Y | +0.7% | +19.3% | -18.6% | -6.7% |
| 3Y | +10.2% | +80.6% | -70.4% | -13.8% |
| 5Y | -36.4% | +29.5% | -66.0% | -45.7% |
| 10Y | +66.6% | +225.3% | -158.7% | +1.7% |
| All | +1,094.9% | +2,903.1% | -1,808.2% | +99.8% |
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