+18.8%
BX vs CCI
-51.2%
+70.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.2% |
| 7D | -5.7% | -0.3% | -5.4% | -5.5% |
| 30D | -8.9% | +2.1% | -11.0% | -9.8% |
| 3M | +8.4% | -17.8% | +26.2% | +18.3% |
| 6M | +18.9% | -14.2% | +33.1% | +26.6% |
| YTD | -13.6% | -13.3% | -0.3% | -9.0% |
| 1Y | -22.4% | -16.6% | -5.8% | -16.9% |
| 3Y | +26.0% | -10.8% | +36.8% | +21.6% |
| 5Y | +18.8% | -50.3% | +69.1% | +65.9% |
| All | +18.8% | -51.2% | +70.0% | +65.9% |
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