-49.3%
CCI vs BG
+81.8%
-131.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | -0.3% | +3.1% | -3.4% | -0.7% |
| 30D | +2.2% | +10.2% | -8.0% | +0.9% |
| 3M | -16.9% | -1.7% | -15.2% | -16.8% |
| 6M | -11.5% | +1.0% | -12.5% | -12.0% |
| YTD | -12.8% | +39.9% | -52.8% | -17.2% |
| 1Y | -17.1% | +53.2% | -70.3% | -22.4% |
| 3Y | -9.6% | +16.3% | -25.9% | -12.6% |
| All | -49.3% | +81.8% | -131.2% | -53.4% |
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