-16.7%
CCI vs BR
-29.1%
+12.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.1% |
| 7D | -0.4% | -5.3% | +4.9% | +0.7% |
| 30D | +2.7% | +6.4% | -3.8% | +1.4% |
| 3M | -18.2% | +13.6% | -31.8% | -20.4% |
| 6M | -14.8% | -6.7% | -8.1% | -16.0% |
| YTD | -12.6% | -21.1% | +8.5% | -9.2% |
| 1Y | -16.7% | -29.6% | +12.8% | -9.5% |
| All | -16.7% | -29.1% | +12.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling