+36.5%
WELL vs CCI
+7.6%
+28.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.6% | +2.0% |
| 7D | +9.2% | +5.0% | +4.1% | +8.4% |
| 30D | +10.6% | +36.4% | -25.8% | +6.1% |
| 3M | +7.5% | +20.4% | -12.9% | +5.0% |
| 6M | +15.0% | +4.9% | +10.1% | +15.4% |
| YTD | +35.0% | +7.8% | +27.3% | +34.8% |
| 1Y | +36.5% | +7.3% | +29.2% | +36.2% |
| All | +36.5% | +7.6% | +28.9% | +36.2% |
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