-49.9%
CCI vs BTDR
+26.7%
-76.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | +0.2% |
| 7D | +0.2% | +22.4% | -22.2% | +0.1% |
| 30D | +0.5% | +16.5% | -15.9% | +0.4% |
| 3M | -16.3% | -31.5% | +15.2% | -16.0% |
| 6M | -13.9% | +74.0% | -88.0% | -14.5% |
| YTD | -12.4% | +13.0% | -25.5% | -12.7% |
| 1Y | -15.2% | -0.2% | -14.9% | -15.5% |
| 3Y | -9.9% | +9.9% | -19.8% | -12.1% |
| 5Y | -50.8% | +28.1% | -79.0% | -51.6% |
| All | -49.9% | +26.7% | -76.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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