+1,110.1%
CCI vs CAG
+121.1%
+989.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.0% |
| 7D | +2.5% | -3.3% | +5.9% | +3.3% |
| 30D | +14.4% | +7.7% | +6.8% | +12.2% |
| 3M | +21.7% | -3.2% | +24.9% | +22.2% |
| 6M | +4.0% | +7.0% | -2.9% | +1.9% |
| YTD | +6.2% | -9.0% | +15.2% | +7.7% |
| 1Y | +5.4% | -9.6% | +15.0% | +7.1% |
| 3Y | +11.7% | -36.0% | +47.7% | +22.3% |
| 5Y | -35.6% | -40.9% | +5.2% | -28.6% |
| 10Y | +68.7% | -37.3% | +106.0% | +79.6% |
| All | +1,110.1% | +121.1% | +989.0% | +1,003.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling