-11.8%
BA vs CCI
+4.0%
-15.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -7.9% | +28.4% | -36.3% | -11.2% |
| 3M | -25.3% | +20.0% | -45.3% | -27.3% |
| 6M | -24.6% | +0.8% | -25.4% | -24.2% |
| YTD | -20.1% | +3.6% | -23.7% | -20.3% |
| 1Y | -11.8% | +6.1% | -17.9% | -12.5% |
| All | -11.8% | +4.0% | -15.8% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling