+335.5%
CCI vs WU
-22.9%
+358.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -1.4% | -5.3% | +3.9% | +0.4% |
| 30D | +12.7% | +9.0% | +3.7% | +9.2% |
| 3M | +23.0% | -3.6% | +26.6% | +23.8% |
| 6M | +0.6% | -19.4% | +20.0% | +6.3% |
| YTD | +4.9% | -21.7% | +26.6% | +11.0% |
| 1Y | +0.7% | -16.1% | +16.8% | +3.7% |
| 3Y | +10.2% | -24.1% | +34.3% | +14.7% |
| 5Y | -36.4% | -44.1% | +7.7% | -27.8% |
| 10Y | +66.6% | -39.6% | +106.2% | +72.2% |
| All | +335.5% | -22.9% | +358.4% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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