-3.1%
BSX vs CCI
-50.8%
+47.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.8% |
| 7D | -8.2% | -4.4% | -3.8% | -7.5% |
| 30D | -15.8% | +0.3% | -16.1% | -15.9% |
| 3M | -10.8% | -20.0% | +9.1% | -7.3% |
| 6M | -38.4% | -14.5% | -23.9% | -36.7% |
| YTD | -54.8% | -14.9% | -39.9% | -53.7% |
| 1Y | -59.0% | -17.7% | -41.4% | -57.8% |
| 3Y | -20.0% | -12.4% | -7.6% | -20.6% |
| 5Y | -3.1% | -50.1% | +47.1% | +10.5% |
| All | -3.1% | -50.8% | +47.7% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling