+22.4%
CCI vs CG
+314.7%
-292.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -0.3% | -9.9% | +9.6% | +1.8% |
| 30D | +2.2% | -11.7% | +13.9% | +4.6% |
| 3M | -16.9% | -4.3% | -12.6% | -16.5% |
| 6M | -11.5% | -8.8% | -2.8% | -10.5% |
| YTD | -12.8% | -26.9% | +14.0% | -8.1% |
| 1Y | -17.1% | -35.4% | +18.3% | -10.6% |
| 3Y | -9.6% | +43.0% | -52.7% | -22.5% |
| 5Y | -48.9% | +1.9% | -50.8% | -54.2% |
| All | +22.4% | +314.7% | -292.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling