+9.6%
CCI vs WAB
+174.5%
-164.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | -3.4% | +3.1% | -6.5% | -3.5% |
| 30D | +9.9% | +6.4% | +3.5% | +9.8% |
| 3M | +22.7% | +2.2% | +20.5% | +22.6% |
| 6M | +0.8% | +13.7% | -12.9% | +0.1% |
| YTD | +4.1% | +43.0% | -38.9% | +2.1% |
| 1Y | -0.6% | +47.0% | -47.6% | -2.7% |
| All | +9.6% | +174.5% | -164.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling