+212.9%
WBD vs CCI
-16.6%
+229.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | -24.1% | +63.6% | +32.4% |
| 7D | +39.5% | -24.1% | +63.6% | +32.4% |
| 30D | +39.5% | -24.1% | +63.6% | +32.4% |
| 3M | +39.5% | -24.1% | +63.6% | +32.4% |
| 6M | +39.5% | -24.1% | +63.6% | +32.4% |
| YTD | +39.5% | -24.1% | +63.6% | +32.4% |
| 1Y | +63.0% | -25.6% | +88.5% | +55.4% |
| All | +212.9% | -16.6% | +229.5% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling