+69.3%
CCI vs A
+302.9%
-233.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +14.4% | 0.0% | +14.4% | +14.2% |
| 3M | +21.7% | +16.7% | +5.0% | +15.5% |
| 6M | +4.0% | +54.8% | -50.8% | -10.6% |
| YTD | +6.2% | +28.8% | -22.6% | -3.5% |
| 1Y | +5.4% | +19.3% | -13.9% | -1.8% |
| 3Y | +11.7% | +65.5% | -53.8% | -11.3% |
| 5Y | -35.6% | +12.1% | -47.7% | -41.4% |
| All | +69.3% | +302.9% | -233.6% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling