+126.7%
WFC vs CCI
-50.2%
+176.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +0.8% | +0.5% | +0.3% | +0.7% |
| 3M | +9.3% | -16.3% | +25.5% | +12.7% |
| 6M | +10.6% | -13.9% | +24.6% | +13.4% |
| YTD | -4.1% | -12.4% | +8.4% | -2.3% |
| 1Y | +13.6% | -15.2% | +28.8% | +16.4% |
| 3Y | +130.7% | -9.9% | +140.6% | +125.2% |
| 5Y | +126.7% | -50.8% | +177.6% | +170.2% |
| All | +126.7% | -50.2% | +176.9% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling