+9.2%
WBD vs CCI
+25.0%
-15.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -24.2% | +38.0% | +19.5% |
| 7D | +13.8% | -24.2% | +38.0% | +19.5% |
| 30D | +13.8% | -24.2% | +38.0% | +19.5% |
| 3M | +13.8% | -24.2% | +38.0% | +19.5% |
| 6M | +13.3% | -18.2% | +31.5% | +16.0% |
| YTD | +7.4% | -21.0% | +28.4% | +10.6% |
| 1Y | +63.0% | -25.6% | +88.5% | +70.8% |
| 3Y | +206.7% | -11.6% | +218.3% | +200.7% |
| 5Y | +18.4% | -49.8% | +68.1% | +35.3% |
| All | +9.2% | +25.0% | -15.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling