-20.4%
BA vs CCI
-36.8%
+16.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.4% | -3.4% | +2.0% | -0.7% |
| 30D | -7.9% | +9.9% | -17.8% | -9.9% |
| 3M | -25.2% | +22.7% | -47.9% | -28.7% |
| 6M | -26.7% | +0.8% | -27.5% | -27.2% |
| YTD | -19.6% | +4.1% | -23.8% | -21.0% |
| 1Y | -10.6% | -0.6% | -10.0% | -11.2% |
| 3Y | -11.2% | +9.4% | -20.7% | -17.6% |
| 5Y | -20.4% | -36.8% | +16.4% | -18.8% |
| All | -20.4% | -36.8% | +16.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling