+142.7%
WFC vs CCI
+20.8%
+121.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +0.3% | -4.4% | +4.7% | +1.5% |
| 30D | +2.3% | +0.3% | +2.0% | +2.1% |
| 3M | +9.8% | -20.0% | +29.7% | +16.5% |
| 6M | +15.6% | -14.5% | +30.1% | +19.9% |
| YTD | -2.4% | -14.9% | +12.4% | +0.8% |
| 1Y | +13.8% | -17.7% | +31.5% | +18.7% |
| 3Y | +134.6% | -12.4% | +147.0% | +131.8% |
| 5Y | +127.9% | -50.1% | +178.0% | +173.6% |
| All | +142.7% | +20.8% | +121.9% | +170.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling