+611.5%
CCI vs BB
+325.9%
+285.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +3.2% | +11.6% | -8.4% | +1.4% |
| 30D | +12.2% | +2.6% | +9.6% | +11.2% |
| 3M | +23.1% | +3.5% | +19.6% | +21.3% |
| 6M | +1.3% | +43.5% | -42.2% | -7.2% |
| YTD | +4.5% | +141.2% | -136.7% | -12.6% |
| 1Y | +2.3% | +97.4% | -95.1% | -11.8% |
| 3Y | +9.8% | +151.1% | -141.3% | -14.4% |
| 5Y | -36.5% | -12.8% | -23.7% | -43.4% |
| 10Y | +64.7% | +27.5% | +37.2% | +11.9% |
| All | +611.5% | +325.9% | +285.6% | +164.6% |
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