+19.6%
CCI vs A
+247.2%
-227.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -4.4% | -4.6% | +0.2% | -3.0% |
| 30D | +0.3% | -4.3% | +4.6% | +1.5% |
| 3M | -20.0% | +8.9% | -28.9% | -22.5% |
| 6M | -14.5% | +24.5% | -39.0% | -21.4% |
| YTD | -14.9% | +5.8% | -20.7% | -17.6% |
| 1Y | -17.7% | +16.2% | -33.9% | -23.2% |
| 3Y | -12.4% | +28.5% | -40.8% | -24.1% |
| 5Y | -50.1% | -16.3% | -33.8% | -49.8% |
| All | +19.6% | +247.2% | -227.6% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded A 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling