+276.0%
CCI vs BR
+1,286.0%
-1,010.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.4% |
| 7D | +0.2% | -5.9% | +6.1% | +3.2% |
| 30D | +0.5% | +1.9% | -1.4% | -0.6% |
| 3M | -16.3% | +14.7% | -30.9% | -22.1% |
| 6M | -13.9% | -12.8% | -1.2% | -8.9% |
| YTD | -12.4% | -23.0% | +10.6% | -2.2% |
| 1Y | -15.2% | -31.7% | +16.5% | +0.4% |
| 3Y | -9.9% | -4.8% | -5.1% | -11.0% |
| 5Y | -50.8% | +7.8% | -58.7% | -55.2% |
| 10Y | +18.3% | +184.1% | -165.8% | -37.4% |
| All | +276.0% | +1,286.0% | -1,010.0% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling