+22.4%
CCI vs CAG
-36.2%
+58.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -0.3% | -5.7% | +5.4% | +1.5% |
| 30D | +2.2% | -2.4% | +4.6% | +2.9% |
| 3M | -16.9% | +9.8% | -26.7% | -19.4% |
| 6M | -11.5% | -10.8% | -0.7% | -8.9% |
| YTD | -12.8% | -10.8% | -2.0% | -10.5% |
| 1Y | -17.1% | -19.0% | +1.9% | -12.7% |
| 3Y | -9.6% | -39.7% | +30.0% | +2.9% |
| 5Y | -48.9% | -43.0% | -6.0% | -41.3% |
| All | +22.4% | -36.2% | +58.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling