-17.1%
CCI vs BTG
+25.2%
-42.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -0.3% | -3.8% | +3.5% | -0.1% |
| 30D | +2.2% | +3.6% | -1.4% | +2.0% |
| 3M | -16.9% | +32.0% | -48.9% | -18.3% |
| 6M | -11.5% | +3.4% | -14.9% | -11.7% |
| YTD | -12.8% | +20.8% | -33.6% | -14.9% |
| 1Y | -17.1% | +22.4% | -39.5% | -18.5% |
| All | -17.1% | +25.2% | -42.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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