+61.3%
WM vs CCI
-36.8%
+98.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +0.8% | -3.4% | +4.1% | +1.5% |
| 30D | +13.8% | +9.9% | +3.9% | +11.3% |
| 3M | +6.4% | +22.7% | -16.3% | +1.3% |
| 6M | +13.2% | +0.8% | +12.4% | +12.6% |
| YTD | +10.8% | +4.1% | +6.6% | +8.8% |
| 1Y | +20.2% | -0.6% | +20.8% | +19.4% |
| 3Y | +46.5% | +9.4% | +37.0% | +39.7% |
| 5Y | +61.3% | -36.8% | +98.1% | +79.7% |
| All | +61.3% | -36.8% | +98.0% | +79.7% |
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 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