+19.6%
CCI vs CAPR
-78.6%
+98.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.7% |
| 7D | -4.4% | -10.6% | +6.2% | -4.4% |
| 30D | +0.3% | +111.2% | -110.9% | +0.1% |
| 3M | -20.0% | -67.2% | +47.3% | -19.9% |
| 6M | -14.5% | -75.1% | +60.6% | -14.4% |
| YTD | -14.9% | -71.2% | +56.4% | -14.8% |
| 1Y | -17.7% | +31.1% | -48.8% | -18.3% |
| 3Y | -12.4% | +31.3% | -43.7% | -13.5% |
| 5Y | -50.1% | +69.4% | -119.5% | -50.8% |
| All | +19.6% | -78.6% | +98.2% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling