+7.0%
WMT vs CCI
-18.8%
+25.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -4.4% | +2.7% | -7.1% | -4.9% |
| 3M | -8.8% | -18.2% | +9.4% | -5.3% |
| 6M | -15.6% | -14.8% | -0.9% | -13.2% |
| YTD | -3.2% | -12.6% | +9.4% | -1.2% |
| 1Y | +7.0% | -16.7% | +23.8% | +10.8% |
| All | +7.0% | -18.8% | +25.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling