+124.9%
WFC vs CCI
+8.8%
+116.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.9% | +3.2% | -2.3% | +0.7% |
| 30D | +3.3% | +12.2% | -8.9% | +2.5% |
| 3M | -1.4% | +23.1% | -24.6% | -2.8% |
| 6M | +14.7% | +1.3% | +13.5% | +14.4% |
| YTD | -5.9% | +4.5% | -10.4% | -6.3% |
| 1Y | +1.8% | +2.3% | -0.5% | +1.6% |
| 3Y | +124.9% | +9.8% | +115.1% | +111.4% |
| All | +124.9% | +8.8% | +116.1% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling