+411.1%
WDC vs CCI
-16.2%
+427.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +0.5% |
| 7D | +7.5% | -0.3% | +7.7% | +7.4% |
| 30D | +10.1% | +2.1% | +7.9% | +11.4% |
| 3M | -6.8% | -17.8% | +11.0% | -11.5% |
| 6M | +84.1% | -14.2% | +98.3% | +76.4% |
| YTD | +180.3% | -13.3% | +193.6% | +166.0% |
| 1Y | +411.1% | -16.6% | +427.7% | +383.8% |
| All | +411.1% | -16.2% | +427.3% | +383.8% |
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