-50.3%
CCI vs BB
-25.5%
-24.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | +2.1% | -12.2% | +14.4% | +2.9% |
| 3M | -17.8% | -12.3% | -5.5% | -17.7% |
| 6M | -14.2% | +122.7% | -136.9% | -21.0% |
| YTD | -13.3% | +104.5% | -117.8% | -19.7% |
| 1Y | -16.6% | +106.7% | -123.3% | -23.0% |
| 3Y | -10.8% | +70.0% | -80.8% | -18.6% |
| 5Y | -50.3% | -27.8% | -22.5% | -52.1% |
| All | -50.3% | -25.5% | -24.8% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling