+130.8%
WMT vs CCI
-51.2%
+182.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -5.8% | +2.1% | -8.0% | -6.2% |
| 3M | -10.8% | -17.8% | +7.1% | -7.9% |
| 6M | -14.3% | -14.2% | -0.2% | -12.3% |
| YTD | -4.4% | -13.3% | +8.9% | -2.5% |
| 1Y | +4.3% | -16.6% | +20.9% | +7.0% |
| 3Y | +100.1% | -10.8% | +110.9% | +101.1% |
| 5Y | +130.8% | -50.3% | +181.2% | +154.7% |
| All | +130.8% | -51.2% | +182.1% | +154.7% |
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