-50.3%
CCI vs CAPR
+76.3%
-126.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | -0.3% | -12.6% | +12.4% | -0.2% |
| 30D | +2.1% | +124.4% | -122.3% | +1.5% |
| 3M | -17.8% | -66.8% | +48.9% | -17.7% |
| 6M | -14.2% | -71.8% | +57.6% | -14.0% |
| YTD | -13.3% | -70.1% | +56.7% | -13.2% |
| 1Y | -16.6% | +33.3% | -50.0% | -18.3% |
| 3Y | -10.8% | +36.7% | -47.5% | -18.1% |
| 5Y | -50.3% | +72.5% | -122.8% | -56.7% |
| All | -50.3% | +76.3% | -126.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling