+298.9%
BP vs CCI
+1,098.1%
-799.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.3% |
| 30D | -3.1% | +9.9% | -13.1% | -4.5% |
| 3M | +6.2% | +22.7% | -16.5% | +2.9% |
| 6M | +4.8% | +0.8% | +4.0% | +4.1% |
| YTD | +35.2% | +4.1% | +31.0% | +33.4% |
| 1Y | +27.4% | -0.6% | +28.0% | +26.5% |
| 3Y | +49.8% | +9.4% | +40.3% | +45.6% |
| 5Y | +109.4% | -36.8% | +146.2% | +117.5% |
| 10Y | +135.7% | +65.4% | +70.3% | +114.1% |
| All | +298.9% | +1,098.1% | -799.2% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling