+895.8%
CCI vs BN
+9,775.8%
-8,880.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -0.4% | -2.5% | +2.1% | +0.6% |
| 30D | +2.7% | -9.5% | +12.2% | +6.7% |
| 3M | -18.2% | -10.4% | -7.8% | -14.8% |
| 6M | -14.8% | -6.4% | -8.4% | -13.3% |
| YTD | -12.6% | -11.9% | -0.7% | -9.1% |
| 1Y | -16.7% | -8.6% | -8.1% | -15.0% |
| 3Y | -10.5% | +77.6% | -88.1% | -33.2% |
| 5Y | -51.4% | +37.0% | -88.5% | -60.6% |
| 10Y | +20.0% | +266.4% | -246.4% | -38.8% |
| All | +895.8% | +9,775.8% | -8,880.0% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling