-11.7%
CCI vs BTG
+94.1%
-105.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | -4.4% | -5.5% | +1.1% | -4.0% |
| 30D | +0.3% | +6.1% | -5.8% | -0.2% |
| 3M | -20.0% | +38.6% | -58.6% | -22.4% |
| 6M | -14.5% | +0.7% | -15.2% | -14.9% |
| YTD | -14.9% | +20.3% | -35.2% | -17.3% |
| 1Y | -17.7% | +25.0% | -42.7% | -20.8% |
| All | -11.7% | +94.1% | -105.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling