-16.6%
CCI vs ALL
+28.9%
-45.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -0.3% | -2.2% | +2.0% | +0.1% |
| 30D | +2.1% | -5.6% | +7.7% | +3.1% |
| 3M | -17.8% | +17.2% | -35.1% | -19.6% |
| 6M | -14.2% | +23.2% | -37.4% | -16.1% |
| YTD | -13.3% | +23.6% | -36.9% | -15.0% |
| 1Y | -16.6% | +29.2% | -45.8% | -18.8% |
| All | -16.6% | +28.9% | -45.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling