+25.1%
BX vs CCI
-10.8%
+35.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.4% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -8.9% | +2.1% | -11.0% | -9.4% |
| 3M | +8.4% | -17.8% | +26.2% | +14.4% |
| 6M | +18.9% | -14.2% | +33.1% | +23.6% |
| YTD | -13.6% | -13.3% | -0.3% | -10.7% |
| 1Y | -22.4% | -16.6% | -5.8% | -19.1% |
| All | +25.1% | -10.8% | +35.9% | +17.1% |
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