+895.8%
CCI vs WAB
+2,879.0%
-1,983.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.6% |
| 30D | +2.7% | -4.4% | +7.1% | +4.1% |
| 3M | -18.2% | +7.9% | -26.1% | -20.7% |
| 6M | -14.8% | +8.7% | -23.5% | -17.9% |
| YTD | -12.6% | +33.0% | -45.6% | -21.1% |
| 1Y | -16.7% | +46.7% | -63.4% | -27.3% |
| 3Y | -10.5% | +153.0% | -163.5% | -36.1% |
| 5Y | -51.4% | +222.3% | -273.7% | -68.4% |
| 10Y | +20.0% | +291.0% | -270.9% | -34.7% |
| All | +895.8% | +2,879.0% | -1,983.2% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling