-36.3%
CCI vs BAX
-64.2%
+27.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +14.4% | +4.1% | +10.4% | +13.4% |
| 3M | +21.7% | -4.5% | +26.2% | +22.4% |
| 6M | +4.0% | +49.2% | -45.2% | -3.8% |
| YTD | +6.2% | +35.2% | -29.0% | -1.4% |
| 1Y | +5.4% | +38.3% | -32.9% | -2.8% |
| 3Y | +11.7% | -19.0% | +30.8% | +13.9% |
| All | -36.3% | -64.2% | +27.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling