-9.9%
CCI vs A
+29.5%
-39.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.5% |
| 7D | +0.2% | -2.1% | +2.2% | +0.4% |
| 30D | +0.5% | +0.6% | -0.1% | +0.3% |
| 3M | -16.3% | +10.9% | -27.2% | -17.5% |
| 6M | -13.9% | +28.2% | -42.1% | -17.2% |
| YTD | -12.4% | +8.6% | -21.0% | -13.5% |
| 1Y | -15.2% | +15.5% | -30.7% | -17.3% |
| 3Y | -9.9% | +31.8% | -41.7% | -19.0% |
| All | -9.9% | +29.5% | -39.4% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling