+1,302.1%
CCI vs BG
+1,185.2%
+116.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.9% |
| 7D | +0.2% | +2.4% | -2.2% | -0.5% |
| 30D | +0.5% | +15.0% | -14.5% | -3.3% |
| 3M | -16.3% | -0.7% | -15.6% | -16.5% |
| 6M | -13.9% | +7.5% | -21.4% | -16.3% |
| YTD | -12.4% | +41.6% | -54.0% | -20.9% |
| 1Y | -15.2% | +50.7% | -65.8% | -25.0% |
| 3Y | -9.9% | +20.3% | -30.2% | -16.9% |
| 5Y | -50.8% | +85.2% | -136.1% | -60.9% |
| 10Y | +18.3% | +160.6% | -142.3% | -21.0% |
| All | +1,302.1% | +1,185.2% | +116.9% | +688.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling