-49.8%
CCI vs BAX
-66.9%
+17.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | +0.8% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | +0.5% | -9.7% | +10.2% | +2.3% |
| 3M | -16.3% | +29.3% | -45.5% | -20.4% |
| 6M | -13.9% | +40.7% | -54.6% | -19.7% |
| YTD | -12.4% | +30.3% | -42.7% | -18.0% |
| 1Y | -15.2% | +3.4% | -18.6% | -16.9% |
| 3Y | -9.9% | -32.0% | +22.2% | -4.5% |
| All | -49.8% | -66.9% | +17.1% | -35.5% |
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