+30.5%
BMY vs CCI
-36.6%
+67.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.8% |
| 7D | +1.8% | +3.2% | -1.4% | +1.3% |
| 30D | +6.2% | +12.2% | -6.0% | +4.2% |
| 3M | -2.1% | +23.1% | -25.3% | -5.7% |
| 6M | +14.3% | +1.3% | +13.0% | +13.9% |
| YTD | +21.6% | +4.5% | +17.1% | +20.2% |
| 1Y | +38.8% | +2.3% | +36.5% | +37.7% |
| 3Y | +42.9% | +9.8% | +33.1% | +40.3% |
| All | +30.5% | -36.6% | +67.1% | +38.5% |
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