+553.4%
CCI vs A
+457.0%
+96.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.1% |
| 7D | -0.4% | -1.9% | +1.5% | +0.2% |
| 30D | +2.7% | +6.9% | -4.2% | +0.1% |
| 3M | -18.2% | +9.2% | -27.4% | -21.2% |
| 6M | -14.8% | +25.7% | -40.5% | -22.6% |
| YTD | -12.6% | +11.5% | -24.1% | -17.5% |
| 1Y | -16.7% | +18.4% | -35.1% | -23.4% |
| 3Y | -10.5% | +26.6% | -37.1% | -22.1% |
| 5Y | -51.4% | -12.8% | -38.6% | -52.4% |
| 10Y | +20.0% | +247.2% | -227.1% | -31.0% |
| All | +553.4% | +457.0% | +96.4% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling