+10.3%
CCI vs BAX
-18.2%
+28.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -1.4% | +0.4% | -1.7% | -1.4% |
| 30D | +12.7% | +3.4% | +9.3% | +12.0% |
| 3M | +23.0% | -4.5% | +27.5% | +23.6% |
| 6M | +0.6% | +44.0% | -43.4% | -5.0% |
| YTD | +4.9% | +34.9% | -30.0% | -1.4% |
| 1Y | +0.7% | +37.9% | -37.2% | -5.9% |
| All | +10.3% | -18.2% | +28.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling