-17.6%
BSX vs CCI
-10.8%
-6.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -7.0% | -0.3% | -6.8% | -7.0% |
| 30D | -10.9% | +2.1% | -13.0% | -11.1% |
| 3M | -8.2% | -17.8% | +9.7% | -6.7% |
| 6M | -37.5% | -14.2% | -23.3% | -36.7% |
| YTD | -52.8% | -13.3% | -39.5% | -52.2% |
| 1Y | -58.4% | -16.6% | -41.8% | -57.7% |
| All | -17.6% | -10.8% | -6.8% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling