+595.8%
WDC vs CCI
-36.7%
+632.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -16.7% | +3.2% | -19.9% | -16.7% |
| 30D | -27.2% | +12.2% | -39.4% | -27.2% |
| 3M | -34.0% | +23.1% | -57.2% | -34.1% |
| 6M | -39.7% | +1.3% | -41.0% | -39.3% |
| YTD | +68.1% | +4.5% | +63.6% | +67.8% |
| 1Y | +66.3% | +2.3% | +64.0% | +66.6% |
| 3Y | +754.4% | +9.8% | +744.6% | +704.2% |
| 5Y | +595.8% | -36.5% | +632.3% | +696.7% |
| All | +595.8% | -36.7% | +632.5% | +696.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling