+967.7%
BX vs CCI
+260.2%
+707.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | +0.1% |
| 7D | -4.4% | -0.4% | -4.0% | -4.1% |
| 30D | +0.1% | +2.7% | -2.6% | -1.8% |
| 3M | +16.0% | -18.2% | +34.2% | +30.5% |
| 6M | +21.6% | -14.8% | +36.4% | +32.3% |
| YTD | -8.9% | -12.6% | +3.7% | -3.3% |
| 1Y | -16.6% | -16.7% | +0.1% | -9.1% |
| 3Y | +43.3% | -10.5% | +53.8% | +41.1% |
| 5Y | +25.7% | -51.4% | +77.1% | +88.1% |
| 10Y | +689.5% | +20.0% | +669.5% | +467.4% |
| All | +967.7% | +260.2% | +707.5% | +137.3% |
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