+1,086.6%
CCI vs WAB
+3,103.5%
-2,016.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -3.4% | +3.1% | -6.5% | -4.4% |
| 30D | +9.9% | +6.4% | +3.5% | +7.5% |
| 3M | +22.7% | +2.2% | +20.5% | +21.5% |
| 6M | +0.8% | +13.7% | -12.9% | -4.2% |
| YTD | +4.1% | +43.0% | -38.9% | -8.3% |
| 1Y | -0.6% | +47.0% | -47.6% | -13.3% |
| 3Y | +9.4% | +174.4% | -164.9% | -24.0% |
| 5Y | -36.8% | +222.2% | -259.0% | -59.0% |
| 10Y | +65.4% | +276.9% | -211.5% | -8.5% |
| All | +1,086.6% | +3,103.5% | -2,016.9% | +152.5% |
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