+335.0%
CCI vs CAPR
-99.1%
+434.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.2% | -2.6% |
| 7D | -0.1% | +41.1% | -41.2% | -0.2% |
| 30D | +28.4% | +11.1% | +17.3% | +28.3% |
| 3M | +20.0% | +115.3% | -95.3% | +19.7% |
| 6M | +0.8% | -73.8% | +74.6% | +0.9% |
| YTD | +3.6% | -68.8% | +72.4% | +3.6% |
| 1Y | +6.1% | +43.3% | -37.2% | +5.2% |
| 3Y | +7.2% | +214.7% | -207.5% | +5.7% |
| 5Y | -37.0% | +141.3% | -178.3% | -37.9% |
| 10Y | +54.2% | -67.0% | +121.2% | +51.4% |
| All | +335.0% | -99.1% | +434.1% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling