+69.3%
CCI vs CAPR
-65.7%
+135.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.3% |
| 7D | +2.5% | +5.9% | -3.4% | +2.5% |
| 30D | +14.4% | +44.6% | -30.2% | +14.3% |
| 3M | +21.7% | +126.4% | -104.7% | +21.3% |
| 6M | +4.0% | -68.6% | +72.6% | +4.0% |
| YTD | +6.2% | -67.0% | +73.2% | +6.2% |
| 1Y | +5.4% | +65.2% | -59.8% | +4.6% |
| 3Y | +11.7% | +235.6% | -223.8% | +10.2% |
| 5Y | -35.6% | +175.4% | -211.1% | -36.5% |
| All | +69.3% | -65.7% | +135.0% | +65.4% |
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