+143.3%
WFC vs CCI
+22.9%
+120.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +2.5% | +2.1% | +0.3% | +1.8% |
| 3M | +10.0% | -17.8% | +27.8% | +15.8% |
| 6M | +15.1% | -14.2% | +29.2% | +19.3% |
| YTD | -2.2% | -13.3% | +11.1% | +0.6% |
| 1Y | +13.5% | -16.6% | +30.1% | +18.0% |
| 3Y | +135.2% | -10.8% | +146.0% | +131.3% |
| 5Y | +128.3% | -50.3% | +178.6% | +175.1% |
| All | +143.3% | +22.9% | +120.4% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling