+1,488.0%
WMT vs CCI
+905.5%
+582.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -4.4% | +2.7% | -7.1% | -4.7% |
| 3M | -8.8% | -18.2% | +9.4% | -6.8% |
| 6M | -15.6% | -14.8% | -0.9% | -14.3% |
| YTD | -3.2% | -12.6% | +9.4% | -2.0% |
| 1Y | +7.0% | -16.7% | +23.8% | +8.9% |
| 3Y | +105.3% | -10.5% | +115.8% | +105.9% |
| 5Y | +129.3% | -51.4% | +180.7% | +144.6% |
| 10Y | +423.9% | +20.0% | +403.9% | +404.3% |
| All | +1,488.0% | +905.5% | +582.5% | +992.7% |
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 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