+81.0%
BSX vs CCI
+23.6%
+57.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.0% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | -16.4% | +2.2% | -18.6% | -17.1% |
| 3M | -8.9% | -16.9% | +8.0% | -3.6% |
| 6M | -38.3% | -11.5% | -26.7% | -36.1% |
| YTD | -54.9% | -12.8% | -42.1% | -53.5% |
| 1Y | -58.8% | -17.1% | -41.7% | -56.9% |
| 3Y | -21.2% | -9.6% | -11.6% | -22.9% |
| 5Y | -3.3% | -48.9% | +45.6% | +19.3% |
| All | +81.0% | +23.6% | +57.4% | +61.7% |
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