-9.9%
CCI vs BB
+68.2%
-78.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | +0.5% | -12.4% | +12.9% | +0.7% |
| 3M | -16.3% | -15.3% | -1.0% | -16.2% |
| 6M | -13.9% | +128.8% | -142.7% | -16.8% |
| YTD | -12.4% | +107.7% | -120.1% | -15.2% |
| 1Y | -15.2% | +103.9% | -119.1% | -17.9% |
| 3Y | -9.9% | +72.6% | -82.5% | -15.7% |
| All | -9.9% | +68.2% | -78.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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