+7.3%
CCI vs CF
+35.9%
-28.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.4% | +10.8% | +6.5% |
| 7D | +5.0% | -6.9% | +11.9% | +5.1% |
| 30D | +36.4% | -3.7% | +40.1% | +36.5% |
| 3M | +20.4% | -5.0% | +25.4% | +20.6% |
| 6M | +4.9% | -10.5% | +15.4% | +5.1% |
| YTD | +7.8% | +46.5% | -38.7% | -2.9% |
| 1Y | +7.3% | +34.8% | -27.5% | -0.7% |
| All | +7.3% | +35.9% | -28.6% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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