-9.9%
CCI vs BEN
+56.8%
-66.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.2% | +4.7% | -4.5% | -0.8% |
| 30D | +0.5% | +2.6% | -2.1% | -0.1% |
| 3M | -16.3% | +11.5% | -27.8% | -18.3% |
| 6M | -13.9% | +35.3% | -49.3% | -19.8% |
| YTD | -12.4% | +48.6% | -61.1% | -20.0% |
| 1Y | -15.2% | +46.7% | -61.9% | -22.4% |
| 3Y | -9.9% | +57.0% | -66.9% | -19.8% |
| All | -9.9% | +56.8% | -66.7% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling