+1,474.6%
HWM vs CCI
+67.9%
+1,406.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +7.3% | +2.5% | +4.8% | +6.6% |
| 30D | +1.6% | +14.4% | -12.8% | -2.3% |
| 3M | -21.9% | +21.7% | -43.6% | -26.4% |
| 6M | -19.0% | +4.0% | -23.1% | -20.8% |
| YTD | +7.9% | +6.2% | +1.7% | +4.4% |
| 1Y | +9.9% | +5.4% | +4.5% | +6.6% |
| 3Y | +342.1% | +11.7% | +330.4% | +305.2% |
| 5Y | +600.8% | -35.6% | +636.4% | +681.8% |
| All | +1,474.6% | +67.9% | +1,406.7% | +1,427.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling