+623.3%
CCI vs BB
+314.8%
+308.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +2.5% | +1.8% | +0.7% | +2.2% |
| 30D | +14.4% | +8.1% | +6.3% | +12.5% |
| 3M | +21.7% | -1.0% | +22.7% | +20.7% |
| 6M | +4.0% | +45.9% | -41.9% | -4.9% |
| YTD | +6.2% | +134.8% | -128.6% | -10.8% |
| 1Y | +5.4% | +104.6% | -99.2% | -9.7% |
| 3Y | +11.7% | +152.8% | -141.1% | -13.0% |
| 5Y | -35.6% | -17.4% | -18.2% | -42.1% |
| 10Y | +68.7% | +22.4% | +46.3% | +15.4% |
| All | +623.3% | +314.8% | +308.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling