+31.0%
WELL vs CCI
+5.8%
+25.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +2.7% | +3.2% | -0.5% | +2.3% |
| 30D | +9.8% | +12.2% | -2.4% | +8.2% |
| 3M | +5.8% | +23.1% | -17.4% | +3.0% |
| 6M | +16.2% | +1.3% | +15.0% | +17.2% |
| YTD | +34.9% | +4.5% | +30.4% | +35.0% |
| 1Y | +31.0% | +2.3% | +28.7% | +31.4% |
| All | +31.0% | +5.8% | +25.2% | +31.4% |
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