+1,387.4%
HWM vs CCI
+48.2%
+1,339.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.1% |
| 7D | +3.3% | -0.1% | +3.4% | +3.2% |
| 30D | -7.6% | +28.4% | -36.0% | -14.1% |
| 3M | -28.9% | +20.0% | -48.9% | -32.8% |
| 6M | -19.7% | +0.8% | -20.4% | -20.7% |
| YTD | +0.5% | +3.6% | -3.1% | -2.1% |
| 1Y | +0.3% | +6.1% | -5.8% | -3.1% |
| 3Y | +325.8% | +7.2% | +318.6% | +295.8% |
| 5Y | +524.7% | -37.0% | +561.7% | +599.4% |
| 10Y | +1,491.8% | +54.2% | +1,437.6% | +1,457.2% |
| All | +1,387.4% | +48.2% | +1,339.2% | +1,346.9% |
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 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