+1,798.5%
WMT vs CCI
+1,121.9%
+676.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +2.0% | +2.5% | -0.5% | +1.8% |
| 30D | +10.3% | +14.4% | -4.2% | +8.5% |
| 3M | +11.0% | +21.7% | -10.7% | +8.3% |
| 6M | -2.3% | +4.0% | -6.4% | -3.1% |
| YTD | +15.7% | +6.2% | +9.5% | +14.3% |
| 1Y | +26.0% | +5.4% | +20.6% | +24.5% |
| 3Y | +136.5% | +11.7% | +124.8% | +131.0% |
| 5Y | +176.8% | -35.6% | +212.5% | +185.6% |
| 10Y | +537.5% | +68.7% | +468.8% | +490.8% |
| All | +1,798.5% | +1,121.9% | +676.6% | +1,175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling