-26.8%
BX vs CCI
-17.7%
-9.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | -8.9% | -4.4% | -4.5% | -7.9% |
| 30D | -14.8% | +0.3% | -15.1% | -14.8% |
| 3M | +6.9% | -20.0% | +26.9% | +14.4% |
| 6M | +16.3% | -14.5% | +30.8% | +21.2% |
| YTD | -16.1% | -14.9% | -1.2% | -12.7% |
| 1Y | -26.8% | -17.7% | -9.1% | -23.4% |
| All | -26.8% | -17.7% | -9.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling