+112.4%
WFC vs CCI
+67.9%
+44.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | 0.0% |
| 7D | +2.5% | +2.5% | 0.0% | +1.8% |
| 30D | +7.0% | +14.4% | -7.4% | +2.7% |
| 3M | -1.8% | +21.7% | -23.4% | -7.6% |
| 6M | +18.4% | +4.0% | +14.4% | +16.0% |
| YTD | -5.6% | +6.2% | -11.8% | -8.8% |
| 1Y | +3.9% | +5.4% | -1.5% | +0.6% |
| 3Y | +126.3% | +11.7% | +114.6% | +107.2% |
| 5Y | +91.1% | -35.6% | +126.8% | +113.1% |
| All | +112.4% | +67.9% | +44.5% | +112.0% |
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 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