-12.8%
CCI vs WETO
-99.4%
+86.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +2.3% |
| 7D | -0.3% | -4.3% | +4.0% | -0.3% |
| 30D | +2.2% | -39.9% | +42.1% | +2.6% |
| 3M | -16.9% | -97.9% | +81.0% | -17.1% |
| 6M | -11.5% | -95.0% | +83.5% | -12.2% |
| YTD | -12.8% | -97.2% | +84.3% | -13.7% |
| 1Y | -17.1% | -98.9% | +81.8% | -18.3% |
| All | -12.8% | -99.4% | +86.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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