-15.2%
BA vs CCI
+10.3%
-25.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.4% |
| 7D | 0.0% | +3.2% | -3.2% | -0.2% |
| 30D | -8.9% | +12.2% | -21.1% | -9.9% |
| 3M | -25.5% | +23.1% | -48.7% | -27.0% |
| 6M | -27.0% | +1.3% | -28.2% | -27.2% |
| YTD | -20.1% | +4.5% | -24.6% | -20.8% |
| 1Y | -11.0% | +2.3% | -13.3% | -11.6% |
| All | -15.2% | +10.3% | -25.5% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling