+1,773.8%
HWM vs CCI
+25.0%
+1,748.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -11.0% | +2.7% | -13.7% | -11.7% |
| 3M | +4.0% | -18.2% | +22.2% | +9.5% |
| 6M | -0.2% | -14.8% | +14.6% | +3.4% |
| YTD | +26.7% | -12.6% | +39.2% | +29.9% |
| 1Y | +44.7% | -16.7% | +61.5% | +50.4% |
| 3Y | +426.1% | -10.5% | +436.6% | +416.0% |
| 5Y | +738.5% | -51.4% | +789.9% | +922.7% |
| All | +1,773.8% | +25.0% | +1,748.8% | +1,819.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling