+11.7%
CCI vs ALL
+117.7%
-106.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +2.5% | +5.0% | -2.5% | +1.3% |
| 30D | +14.4% | +13.3% | +1.1% | +11.0% |
| 3M | +21.7% | +3.2% | +18.5% | +20.7% |
| 6M | +4.0% | +25.3% | -21.3% | -1.7% |
| YTD | +6.2% | +30.5% | -24.2% | -0.9% |
| 1Y | +5.4% | +29.2% | -23.8% | -1.4% |
| 3Y | +11.7% | +119.1% | -107.4% | 0.0% |
| All | +11.7% | +117.7% | -106.0% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling