-17.1%
CCI vs BR
-31.7%
+14.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | +2.2% | -0.3% | +2.5% | +2.4% |
| 3M | -16.9% | +17.3% | -34.2% | -19.3% |
| 6M | -11.5% | -6.7% | -4.8% | -12.4% |
| YTD | -12.8% | -23.4% | +10.6% | -8.7% |
| 1Y | -17.1% | -32.7% | +15.6% | -6.6% |
| All | -17.1% | -31.7% | +14.6% | -6.6% |
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