-36.3%
CCI vs BG
+21.9%
-58.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +2.5% | +2.6% | -0.1% | +2.2% |
| 30D | +14.4% | -6.7% | +21.1% | +15.2% |
| 3M | +21.7% | -9.3% | +30.9% | +22.7% |
| 6M | +4.0% | -18.3% | +22.4% | +6.3% |
| YTD | +6.2% | +16.2% | -10.0% | +3.0% |
| 1Y | +5.4% | +7.6% | -2.2% | +3.3% |
| 3Y | +11.7% | +6.6% | +5.2% | +8.5% |
| All | -36.3% | +21.9% | -58.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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