-36.5%
CCI vs BN
+34.7%
-71.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.2% |
| 7D | +3.2% | +4.3% | -1.1% | +1.8% |
| 30D | +12.2% | +14.3% | -2.1% | +7.4% |
| 3M | +23.1% | -4.1% | +27.2% | +24.5% |
| 6M | +1.3% | -9.7% | +10.9% | +4.0% |
| YTD | +4.5% | -7.1% | +11.6% | +5.9% |
| 1Y | +2.3% | -7.4% | +9.7% | +3.8% |
| 3Y | +9.8% | +102.3% | -92.5% | -22.3% |
| 5Y | -36.5% | +35.9% | -72.5% | -48.4% |
| All | -36.5% | +34.7% | -71.2% | -48.4% |
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