-9.9%
CCI vs WAB
+168.6%
-178.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | +0.5% | -2.4% | +2.9% | +0.6% |
| 3M | -16.3% | +9.7% | -25.9% | -17.1% |
| 6M | -13.9% | +16.5% | -30.5% | -15.4% |
| YTD | -12.4% | +33.7% | -46.2% | -14.9% |
| 1Y | -15.2% | +49.7% | -64.9% | -18.3% |
| 3Y | -9.9% | +170.9% | -180.8% | -33.6% |
| All | -9.9% | +168.6% | -178.4% | -33.6% |
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