+22.4%
CCI vs WAB
+296.8%
-274.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.2% | -4.1% | +6.3% | +2.9% |
| 3M | -16.9% | +8.2% | -25.1% | -18.3% |
| 6M | -11.5% | +15.4% | -26.9% | -14.3% |
| YTD | -12.8% | +33.1% | -46.0% | -17.8% |
| 1Y | -17.1% | +48.1% | -65.1% | -23.4% |
| 3Y | -9.6% | +167.7% | -177.4% | -27.0% |
| 5Y | -48.9% | +225.7% | -274.7% | -60.6% |
| All | +22.4% | +296.8% | -274.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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