+296.4%
WBD vs CCI
+501.9%
-205.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +5.0% | +0.5% | +4.5% | +4.7% |
| 3M | +6.2% | -16.3% | +22.5% | +13.6% |
| 6M | +0.6% | -13.9% | +14.6% | +5.7% |
| YTD | -2.4% | -12.4% | +10.0% | +1.0% |
| 1Y | +127.7% | -15.2% | +142.9% | +138.6% |
| 3Y | +148.4% | -9.9% | +158.3% | +148.4% |
| 5Y | +4.2% | -50.8% | +55.1% | +33.6% |
| 10Y | +10.8% | +18.3% | -7.5% | -12.5% |
| All | +296.4% | +501.9% | -205.5% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling