+895.8%
CCI vs ALL
+1,061.4%
-165.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.7% | -1.5% | +4.2% | +3.1% |
| 3M | -18.2% | +23.6% | -41.8% | -24.7% |
| 6M | -14.8% | +22.3% | -37.1% | -21.3% |
| YTD | -12.6% | +26.5% | -39.1% | -20.7% |
| 1Y | -16.7% | +27.0% | -43.7% | -24.8% |
| 3Y | -10.5% | +149.6% | -160.1% | -38.6% |
| 5Y | -51.4% | +118.1% | -169.5% | -65.7% |
| 10Y | +20.0% | +369.0% | -348.9% | -38.5% |
| All | +895.8% | +1,061.4% | -165.5% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling