+428.1%
WMT vs CCI
+23.6%
+404.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -7.4% | +2.2% | -9.6% | -7.9% |
| 3M | -10.9% | -16.9% | +6.0% | -7.4% |
| 6M | -12.7% | -11.5% | -1.1% | -10.7% |
| YTD | -3.2% | -12.8% | +9.6% | -0.9% |
| 1Y | +5.3% | -17.1% | +22.3% | +8.9% |
| 3Y | +101.9% | -9.6% | +111.5% | +101.5% |
| 5Y | +134.6% | -48.9% | +183.5% | +167.3% |
| All | +428.1% | +23.6% | +404.4% | +394.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling