+19.6%
CCI vs BAX
-37.2%
+56.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -4.4% | -5.4% | +1.0% | -3.0% |
| 30D | +0.3% | -12.4% | +12.7% | +3.9% |
| 3M | -20.0% | +19.1% | -39.1% | -24.2% |
| 6M | -14.5% | +38.6% | -53.1% | -22.8% |
| YTD | -14.9% | +26.7% | -41.6% | -22.4% |
| 1Y | -17.7% | +1.0% | -18.7% | -20.0% |
| 3Y | -12.4% | -33.9% | +21.5% | -5.3% |
| 5Y | -50.1% | -67.0% | +16.9% | -29.7% |
| All | +19.6% | -37.2% | +56.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling