+1,090.4%
CCI vs BN
+10,304.4%
-9,214.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.3% |
| 7D | +3.2% | +4.3% | -1.1% | +1.5% |
| 30D | +12.2% | +14.3% | -2.1% | +6.2% |
| 3M | +23.1% | -4.1% | +27.2% | +24.9% |
| 6M | +1.3% | -9.7% | +10.9% | +4.7% |
| YTD | +4.5% | -7.1% | +11.6% | +6.2% |
| 1Y | +2.3% | -7.4% | +9.7% | +4.0% |
| 3Y | +9.8% | +102.3% | -92.5% | -22.2% |
| 5Y | -36.5% | +35.9% | -72.5% | -48.3% |
| 10Y | +64.7% | +289.2% | -224.5% | -18.2% |
| All | +1,090.4% | +10,304.4% | -9,214.0% | +123.1% |
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