+141.0%
WBD vs CCI
-10.8%
+151.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +3.9% | +2.1% | +1.7% | +3.2% |
| 3M | +5.1% | -17.8% | +22.9% | +10.9% |
| 6M | +0.6% | -14.2% | +14.8% | +4.3% |
| YTD | -3.2% | -13.3% | +10.2% | -0.3% |
| 1Y | +127.7% | -16.6% | +144.3% | +137.2% |
| All | +141.0% | -10.8% | +151.8% | +126.0% |
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