-4.6%
CARR vs CCI
-18.8%
+14.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | -8.7% | +2.7% | -11.4% | -8.8% |
| 3M | -12.6% | -18.2% | +5.6% | -10.4% |
| 6M | -1.5% | -14.8% | +13.2% | +0.4% |
| YTD | +14.3% | -12.6% | +26.9% | +15.6% |
| 1Y | -4.6% | -16.7% | +12.2% | -3.5% |
| All | -4.6% | -18.8% | +14.2% | -3.5% |
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