+30.2%
HWM vs CCI
-16.2%
+46.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -8.0% | -0.3% | -7.8% | -8.0% |
| 30D | -18.0% | +2.1% | -20.1% | -18.1% |
| 3M | -9.5% | -17.8% | +8.3% | -7.3% |
| 6M | -8.4% | -14.2% | +5.8% | -6.1% |
| YTD | +13.6% | -13.3% | +27.0% | +15.5% |
| 1Y | +30.2% | -16.6% | +46.9% | +34.1% |
| All | +30.2% | -16.2% | +46.5% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling