+293.0%
BP vs CCI
+1,081.5%
-788.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -6.9% | +0.9% | -7.8% | -7.1% |
| 30D | -3.6% | +10.3% | -13.9% | -5.0% |
| 3M | +8.4% | +17.9% | -9.5% | +5.6% |
| 6M | +5.3% | -0.5% | +5.8% | +4.9% |
| YTD | +33.2% | +2.7% | +30.5% | +31.6% |
| 1Y | +28.2% | +3.1% | +25.0% | +26.6% |
| 3Y | +49.2% | +8.0% | +41.3% | +45.3% |
| 5Y | +102.9% | -37.8% | +140.6% | +111.2% |
| 10Y | +127.7% | +56.5% | +71.2% | +108.3% |
| All | +293.0% | +1,081.5% | -788.5% | +167.9% |
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