+73.9%
BA vs CCI
+18.0%
+56.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -11.6% | +2.7% | -14.3% | -12.6% |
| 3M | -2.4% | -18.2% | +15.8% | +4.4% |
| 6M | -6.6% | -14.8% | +8.2% | -1.9% |
| YTD | -2.2% | -12.6% | +10.4% | +1.2% |
| 1Y | -8.0% | -16.7% | +8.7% | -3.2% |
| 3Y | -5.0% | -10.5% | +5.5% | -7.2% |
| 5Y | -2.7% | -51.4% | +48.7% | +25.3% |
| All | +73.9% | +18.0% | +56.0% | +83.2% |
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