-16.7%
CCI vs CAPR
+48.7%
-65.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.9% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | +2.7% | +139.2% | -136.5% | +2.5% |
| 3M | -18.2% | -66.4% | +48.2% | -18.3% |
| 6M | -14.8% | -63.1% | +48.4% | -14.9% |
| YTD | -12.6% | -67.4% | +54.8% | -12.7% |
| 1Y | -16.7% | +58.2% | -75.0% | -17.6% |
| All | -16.7% | +48.7% | -65.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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