-17.7%
CCI vs BEN
+43.6%
-61.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +0.3% | +0.9% | -0.6% | +0.1% |
| 3M | -20.0% | +9.2% | -29.1% | -21.4% |
| 6M | -14.5% | +36.8% | -51.3% | -20.3% |
| YTD | -14.9% | +44.4% | -59.2% | -20.4% |
| 1Y | -17.7% | +45.8% | -63.5% | -23.1% |
| All | -17.7% | +43.6% | -61.3% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling