+9.0%
HWM vs CCI
+0.6%
+8.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +11.1% | -1.4% | +12.5% | +11.1% |
| 30D | +3.0% | +12.7% | -9.8% | +2.9% |
| 3M | -20.7% | +23.0% | -43.7% | -21.1% |
| 6M | -17.2% | +0.6% | -17.8% | -15.3% |
| YTD | +9.1% | +4.9% | +4.2% | +11.4% |
| 1Y | +9.0% | +0.7% | +8.4% | +14.5% |
| All | +9.0% | +0.6% | +8.5% | +14.5% |
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