+441.1%
HWM vs CCI
-10.5%
+451.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -2.1% | -0.4% | -1.7% | -2.1% |
| 30D | -11.0% | +2.7% | -13.7% | -11.1% |
| 3M | +4.0% | -18.2% | +22.2% | +5.7% |
| 6M | -0.2% | -14.8% | +14.6% | +1.1% |
| YTD | +26.7% | -12.6% | +39.2% | +27.8% |
| 1Y | +44.7% | -16.7% | +61.5% | +46.4% |
| All | +441.1% | -10.5% | +451.6% | +408.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling