+27.4%
WMT vs CCI
+7.6%
+19.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.5% |
| 7D | +8.8% | +5.0% | +3.7% | +7.9% |
| 30D | +22.9% | +36.4% | -13.4% | +16.8% |
| 3M | +16.1% | +20.4% | -4.3% | +12.8% |
| 6M | -0.5% | +4.9% | -5.4% | -0.9% |
| YTD | +16.7% | +7.8% | +8.9% | +15.0% |
| 1Y | +27.4% | +7.3% | +20.1% | +25.7% |
| All | +27.4% | +7.6% | +19.8% | +25.7% |
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 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