+262.9%
CCI vs WU
-19.6%
+282.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +2.7% | -1.1% | +3.8% | +3.0% |
| 3M | -18.2% | -3.9% | -14.3% | -18.2% |
| 6M | -14.8% | -20.7% | +5.9% | -9.2% |
| YTD | -12.6% | -18.4% | +5.8% | -8.3% |
| 1Y | -16.7% | -8.1% | -8.7% | -17.1% |
| 3Y | -10.5% | -24.2% | +13.6% | -6.7% |
| 5Y | -51.4% | -50.4% | -1.0% | -42.0% |
| 10Y | +20.0% | -40.0% | +60.1% | +25.5% |
| All | +262.9% | -19.6% | +282.5% | +185.4% |
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