+12.3%
WFC vs CCI
-18.8%
+31.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.0% |
| 7D | +3.8% | -0.4% | +4.2% | +3.8% |
| 30D | +1.5% | +2.7% | -1.2% | +1.3% |
| 3M | +10.9% | -18.2% | +29.1% | +13.2% |
| 6M | +8.4% | -14.8% | +23.2% | +10.3% |
| YTD | -1.9% | -12.6% | +10.7% | +0.1% |
| 1Y | +12.3% | -16.7% | +29.1% | +17.0% |
| All | +12.3% | -18.8% | +31.1% | +17.0% |
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