-50.8%
CCI vs BN
+35.3%
-86.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.0% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | +0.5% | -10.9% | +11.4% | +4.1% |
| 3M | -16.3% | -11.1% | -5.2% | -13.3% |
| 6M | -13.9% | -4.4% | -9.6% | -13.3% |
| YTD | -12.4% | -14.1% | +1.7% | -8.9% |
| 1Y | -15.2% | -11.1% | -4.1% | -13.0% |
| 3Y | -9.9% | +75.6% | -85.4% | -32.4% |
| 5Y | -50.8% | +35.8% | -86.6% | -60.3% |
| All | -50.8% | +35.3% | -86.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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