-50.3%
CCI vs WAB
+224.0%
-274.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +2.1% | -4.6% | +6.7% | +3.0% |
| 3M | -17.8% | +5.6% | -23.5% | -19.1% |
| 6M | -14.2% | +13.8% | -28.0% | -17.1% |
| YTD | -13.3% | +31.9% | -45.2% | -19.0% |
| 1Y | -16.6% | +48.3% | -64.9% | -24.1% |
| 3Y | -10.8% | +167.1% | -178.0% | -35.0% |
| 5Y | -50.3% | +222.9% | -273.2% | -66.3% |
| All | -50.3% | +224.0% | -274.3% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling