-49.3%
CCI vs BR
+8.0%
-57.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -0.3% | -3.0% | +2.7% | +1.0% |
| 30D | +2.2% | -0.3% | +2.5% | +2.3% |
| 3M | -16.9% | +17.3% | -34.2% | -22.6% |
| 6M | -11.5% | -6.7% | -4.8% | -9.4% |
| YTD | -12.8% | -23.4% | +10.6% | -2.7% |
| 1Y | -17.1% | -32.7% | +15.6% | -1.5% |
| 3Y | -9.6% | -5.9% | -3.7% | -11.5% |
| All | -49.3% | +8.0% | -57.4% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling