+302.1%
WMB vs CCI
+17.2%
+284.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +7.7% | +0.5% | +7.2% | +7.5% |
| 3M | +6.7% | -16.3% | +23.0% | +11.7% |
| 6M | +3.6% | -13.9% | +17.6% | +7.3% |
| YTD | +28.0% | -12.4% | +40.4% | +31.2% |
| 1Y | +37.6% | -15.2% | +52.8% | +42.2% |
| 3Y | +149.0% | -9.9% | +158.9% | +145.8% |
| 5Y | +285.3% | -50.8% | +336.2% | +363.2% |
| 10Y | +302.1% | +18.3% | +283.8% | +282.9% |
| All | +302.1% | +17.2% | +284.9% | +282.9% |
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