+4,784.6%
WELL vs CCI
+1,091.9%
+3,692.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +10.8% | +28.4% | -17.6% | +6.0% |
| 3M | +4.2% | +20.0% | -15.8% | +0.8% |
| 6M | +14.0% | +0.8% | +13.2% | +13.2% |
| YTD | +33.4% | +3.6% | +29.8% | +31.5% |
| 1Y | +32.4% | +6.1% | +26.3% | +30.0% |
| 3Y | +194.7% | +7.2% | +187.5% | +187.4% |
| 5Y | +226.5% | -37.0% | +263.4% | +245.6% |
| 10Y | +429.8% | +54.2% | +375.7% | +400.8% |
| All | +4,784.6% | +1,091.9% | +3,692.7% | +3,349.5% |
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