+897.6%
CCI vs WY
+295.5%
+602.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +0.2% | -2.1% | +2.2% | +1.0% |
| 30D | +0.5% | -10.5% | +11.0% | +4.9% |
| 3M | -16.3% | -4.9% | -11.4% | -14.9% |
| 6M | -13.9% | -4.9% | -9.0% | -12.7% |
| YTD | -12.4% | -1.7% | -10.8% | -12.6% |
| 1Y | -15.2% | -9.4% | -5.8% | -12.9% |
| 3Y | -9.9% | -22.3% | +12.4% | -2.6% |
| 5Y | -50.8% | -20.5% | -30.3% | -47.9% |
| 10Y | +18.3% | +4.9% | +13.4% | +1.8% |
| All | +897.6% | +295.5% | +602.1% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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