+851.5%
BX vs CCI
+337.7%
+513.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.6% |
| 7D | +0.6% | +2.5% | -1.9% | -1.1% |
| 30D | +14.2% | +14.4% | -0.2% | +4.2% |
| 3M | -18.7% | +21.7% | -40.4% | -29.5% |
| 6M | +2.5% | +4.0% | -1.6% | -3.0% |
| YTD | -18.8% | +6.2% | -25.0% | -25.1% |
| 1Y | -10.3% | +5.4% | -15.7% | -17.0% |
| 3Y | +35.4% | +11.7% | +23.7% | +13.7% |
| 5Y | +0.3% | -35.6% | +35.9% | +22.7% |
| 10Y | +668.4% | +68.7% | +599.6% | +332.2% |
| All | +851.5% | +337.7% | +513.8% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling