+72.9%
BAC vs CCI
-50.2%
+123.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -0.7% | +0.5% | -1.2% | -0.9% |
| 3M | +16.9% | -16.3% | +33.2% | +21.3% |
| 6M | +29.6% | -13.9% | +43.5% | +33.3% |
| YTD | +15.3% | -12.4% | +27.7% | +17.6% |
| 1Y | +28.8% | -15.2% | +44.0% | +32.4% |
| 3Y | +136.4% | -9.9% | +146.3% | +131.0% |
| 5Y | +72.9% | -50.8% | +123.8% | +90.0% |
| All | +72.9% | -50.2% | +123.1% | +90.0% |
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