+133.9%
BP vs CCI
+17.8%
+116.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | +7.8% | +2.1% | +5.7% | +7.3% |
| 3M | +8.4% | -17.8% | +26.2% | +12.9% |
| 6M | +15.1% | -14.2% | +29.2% | +18.3% |
| YTD | +36.4% | -13.3% | +49.8% | +39.6% |
| 1Y | +40.9% | -16.6% | +57.5% | +45.2% |
| 3Y | +38.8% | -10.8% | +49.7% | +38.2% |
| 5Y | +141.1% | -50.3% | +191.4% | +176.9% |
| 10Y | +133.9% | +22.5% | +111.4% | +127.6% |
| All | +133.9% | +17.8% | +116.1% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling