+0.7%
CCI vs CAPR
+65.7%
-65.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +0.7% |
| 7D | -1.4% | +19.1% | -20.5% | -1.4% |
| 30D | +12.7% | +48.8% | -36.1% | +12.7% |
| 3M | +23.0% | +144.4% | -121.4% | +22.8% |
| 6M | +0.6% | -67.5% | +68.1% | +0.5% |
| YTD | +4.9% | -64.5% | +69.4% | +4.8% |
| 1Y | +0.7% | +74.4% | -73.8% | +0.5% |
| All | +0.7% | +65.7% | -65.0% | +0.5% |
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