+1,090.4%
CCI vs ALL
+1,068.3%
+22.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.7% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | +12.2% | +13.8% | -1.6% | +6.8% |
| 3M | +23.1% | -2.8% | +25.9% | +24.0% |
| 6M | +1.3% | +23.7% | -22.4% | -7.1% |
| YTD | +4.5% | +27.3% | -22.8% | -5.7% |
| 1Y | +2.3% | +30.5% | -28.2% | -8.6% |
| 3Y | +9.8% | +113.0% | -103.2% | -20.0% |
| 5Y | -36.5% | +157.6% | -194.1% | -58.1% |
| 10Y | +64.7% | +368.4% | -303.7% | -15.8% |
| All | +1,090.4% | +1,068.3% | +22.1% | +302.4% |
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