+895.8%
CCI vs BEN
+443.2%
+452.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -3.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | +2.7% | -0.5% | +3.2% | +2.8% |
| 3M | -18.2% | +9.7% | -27.9% | -21.6% |
| 6M | -14.8% | +33.9% | -48.7% | -25.1% |
| YTD | -12.6% | +49.0% | -61.6% | -26.5% |
| 1Y | -16.7% | +42.1% | -58.9% | -29.0% |
| 3Y | -10.5% | +51.9% | -62.4% | -28.4% |
| 5Y | -51.4% | +39.0% | -90.5% | -61.0% |
| 10Y | +20.0% | +57.9% | -37.8% | -20.1% |
| All | +895.8% | +443.2% | +452.6% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling