+837.3%
WMB vs CCI
+905.5%
-68.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +3.3% | +2.7% | +0.6% | +2.4% |
| 3M | +3.1% | -18.2% | +21.3% | +8.2% |
| 6M | -0.7% | -14.8% | +14.1% | +2.7% |
| YTD | +25.2% | -12.6% | +37.8% | +28.1% |
| 1Y | +32.9% | -16.7% | +49.6% | +37.5% |
| 3Y | +140.6% | -10.5% | +151.1% | +140.1% |
| 5Y | +273.5% | -51.4% | +324.9% | +332.7% |
| 10Y | +334.2% | +20.0% | +314.2% | +289.9% |
| All | +837.3% | +905.5% | -68.2% | +353.8% |
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