-36.3%
CCI vs BEN
+28.2%
-64.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | +2.5% | +6.8% | -4.3% | +0.6% |
| 30D | +14.4% | +18.0% | -3.6% | +8.9% |
| 3M | +21.7% | +7.5% | +14.2% | +18.9% |
| 6M | +4.0% | +14.7% | -10.7% | -0.7% |
| YTD | +6.2% | +56.1% | -49.9% | -8.1% |
| 1Y | +5.4% | +69.6% | -64.2% | -11.1% |
| 3Y | +11.7% | +87.7% | -75.9% | -12.0% |
| All | -36.3% | +28.2% | -64.6% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling