+495.2%
CCI vs BB
+258.8%
+236.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.4% | -5.6% | +5.2% | +0.5% |
| 30D | +2.7% | -11.8% | +14.5% | +4.5% |
| 3M | -18.2% | -25.5% | +7.3% | -15.6% |
| 6M | -14.8% | +121.3% | -136.0% | -27.2% |
| YTD | -12.6% | +103.2% | -115.8% | -24.3% |
| 1Y | -16.7% | +102.6% | -119.4% | -28.4% |
| 3Y | -10.5% | +37.5% | -48.0% | -22.9% |
| 5Y | -51.4% | -30.4% | -21.0% | -55.0% |
| 10Y | +20.0% | 0.0% | +20.0% | -14.5% |
| All | +495.2% | +258.8% | +236.4% | +129.2% |
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