+3,601.9%
WDC vs CCI
+1,102.0%
+2,499.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -16.7% | +3.2% | -19.9% | -17.6% |
| 30D | -27.2% | +12.2% | -39.4% | -29.7% |
| 3M | -34.0% | +23.1% | -57.2% | -38.2% |
| 6M | -39.7% | +1.3% | -41.0% | -41.4% |
| YTD | +68.1% | +4.5% | +63.6% | +60.7% |
| 1Y | +66.3% | +2.3% | +64.0% | +59.9% |
| 3Y | +754.4% | +9.8% | +744.6% | +683.4% |
| 5Y | +595.8% | -36.5% | +632.3% | +638.0% |
| 10Y | +660.4% | +64.7% | +595.7% | +514.3% |
| All | +3,601.9% | +1,102.0% | +2,499.9% | +1,634.3% |
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