+11.7%
CCI vs A
+64.5%
-52.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +14.4% | 0.0% | +14.4% | +14.4% |
| 3M | +21.7% | +16.7% | +5.0% | +19.6% |
| 6M | +4.0% | +54.8% | -50.8% | -1.4% |
| YTD | +6.2% | +28.8% | -22.6% | +3.1% |
| 1Y | +5.4% | +19.3% | -13.9% | +3.5% |
| 3Y | +11.7% | +65.5% | -53.8% | +3.9% |
| All | +11.7% | +64.5% | -52.8% | +3.9% |
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