-50.3%
CCI vs BEN
+40.0%
-90.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -0.3% | +3.4% | -3.6% | -1.2% |
| 30D | +2.1% | +1.8% | +0.3% | +1.6% |
| 3M | -17.8% | +8.4% | -26.2% | -19.9% |
| 6M | -14.2% | +35.6% | -49.8% | -21.9% |
| YTD | -13.3% | +46.4% | -59.7% | -22.9% |
| 1Y | -16.6% | +46.3% | -62.9% | -26.0% |
| 3Y | -10.8% | +54.6% | -65.4% | -23.7% |
| 5Y | -50.3% | +39.4% | -89.7% | -58.4% |
| All | -50.3% | +40.0% | -90.3% | -58.4% |
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