-36.6%
CCI vs BB
-13.7%
-22.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +3.2% | +11.6% | -8.4% | +2.4% |
| 30D | +12.2% | +2.6% | +9.6% | +11.8% |
| 3M | +23.1% | +3.5% | +19.6% | +22.4% |
| 6M | +1.3% | +43.5% | -42.2% | -2.8% |
| YTD | +4.5% | +141.2% | -136.7% | -4.5% |
| 1Y | +2.3% | +97.4% | -95.1% | -5.0% |
| 3Y | +9.8% | +151.1% | -141.3% | -3.6% |
| All | -36.6% | -13.7% | -22.9% | -36.0% |
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