-50.3%
CCI vs CG
+5.5%
-55.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | -0.3% | -6.4% | +6.2% | +0.9% |
| 30D | +2.1% | -7.1% | +9.2% | +3.4% |
| 3M | -17.8% | -1.6% | -16.3% | -17.9% |
| 6M | -14.2% | -8.3% | -5.8% | -13.3% |
| YTD | -13.3% | -23.8% | +10.5% | -9.7% |
| 1Y | -16.6% | -28.7% | +12.1% | -12.3% |
| 3Y | -10.8% | +49.2% | -60.0% | -26.1% |
| 5Y | -50.3% | +5.5% | -55.8% | -57.0% |
| All | -50.3% | +5.5% | -55.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling