-17.4%
BSX vs CCI
+12.1%
-29.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.7% | +2.5% | +1.2% | +3.5% |
| 30D | +3.1% | +14.4% | -11.3% | +2.0% |
| 3M | -14.2% | +21.7% | -35.9% | -15.7% |
| 6M | -16.4% | +4.0% | -20.5% | -17.0% |
| YTD | -53.5% | +6.2% | -59.7% | -53.7% |
| 1Y | -57.8% | +5.4% | -63.2% | -57.9% |
| 3Y | -17.4% | +11.7% | -29.2% | -17.3% |
| All | -17.4% | +12.1% | -29.6% | -17.3% |
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