-50.3%
CCI vs CAG
-41.8%
-8.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | -0.3% | -6.6% | +6.3% | +2.1% |
| 30D | +2.1% | +2.3% | -0.2% | +1.2% |
| 3M | -17.8% | +16.3% | -34.1% | -22.4% |
| 6M | -14.2% | -16.0% | +1.9% | -9.5% |
| YTD | -13.3% | -7.7% | -5.6% | -11.8% |
| 1Y | -16.6% | -16.0% | -0.6% | -12.4% |
| 3Y | -10.8% | -37.7% | +26.9% | +3.2% |
| 5Y | -50.3% | -41.2% | -9.1% | -42.5% |
| All | -50.3% | -41.8% | -8.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling