+331.2%
CCI vs CAPR
-99.0%
+430.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.4% | -10.3% | -0.9% |
| 7D | +0.9% | +36.0% | -35.1% | +0.8% |
| 30D | +10.3% | +25.8% | -15.5% | +10.2% |
| 3M | +17.9% | +140.8% | -122.9% | +17.5% |
| 6M | -0.5% | -67.6% | +67.1% | -0.4% |
| YTD | +2.7% | -65.9% | +68.6% | +2.7% |
| 1Y | +3.1% | +66.1% | -63.0% | +2.3% |
| 3Y | +8.0% | +256.9% | -248.9% | +6.4% |
| 5Y | -37.8% | +172.1% | -209.9% | -38.7% |
| 10Y | +56.5% | -64.7% | +121.2% | +53.7% |
| All | +331.2% | -99.0% | +430.2% | +308.7% |
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 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