+12.0%
WBD vs CCI
+20.8%
-8.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.6% |
| 7D | -0.6% | -4.4% | +3.8% | +0.7% |
| 30D | +4.2% | +0.3% | +3.9% | +4.0% |
| 3M | +7.5% | -20.0% | +27.5% | +14.4% |
| 6M | +1.6% | -14.5% | +16.1% | +5.5% |
| YTD | -2.2% | -14.9% | +12.7% | +1.3% |
| 1Y | +124.9% | -17.7% | +142.5% | +135.0% |
| 3Y | +149.1% | -12.4% | +161.5% | +151.7% |
| 5Y | +7.8% | -50.1% | +58.0% | +25.9% |
| All | +12.0% | +20.8% | -8.8% | +9.3% |
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