+3,883.6%
WDC vs CCI
+1,106.5%
+2,777.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +16.3% | -1.4% | +17.7% | +16.7% |
| 30D | -18.3% | +12.7% | -31.0% | -21.2% |
| 3M | -31.4% | +23.0% | -54.5% | -35.8% |
| 6M | -36.3% | +0.6% | -36.9% | -38.0% |
| YTD | +80.8% | +4.9% | +76.0% | +72.7% |
| 1Y | +87.7% | +0.7% | +87.0% | +81.3% |
| 3Y | +819.4% | +10.2% | +809.2% | +742.1% |
| 5Y | +583.2% | -36.4% | +619.6% | +624.3% |
| 10Y | +689.8% | +66.6% | +623.2% | +536.0% |
| All | +3,883.6% | +1,106.5% | +2,777.1% | +1,764.3% |
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