-22.1%
BA vs CCI
-37.1%
+15.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -7.9% | +28.4% | -36.3% | -13.1% |
| 3M | -25.3% | +20.0% | -45.3% | -28.5% |
| 6M | -24.6% | +0.8% | -25.4% | -25.1% |
| YTD | -20.1% | +3.6% | -23.7% | -21.4% |
| 1Y | -11.8% | +6.1% | -17.9% | -13.7% |
| 3Y | -10.1% | +7.2% | -17.3% | -16.0% |
| All | -22.1% | -37.1% | +15.0% | -21.5% |
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 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