+166.6%
CCI vs CG
+278.1%
-111.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.5% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | +12.7% | +5.7% | +7.0% | +11.3% |
| 3M | +23.0% | -17.9% | +40.9% | +27.2% |
| 6M | +0.6% | -20.2% | +20.8% | +4.3% |
| YTD | +4.9% | -32.0% | +36.9% | +11.5% |
| 1Y | +0.7% | -27.0% | +27.7% | +5.5% |
| 3Y | +10.2% | +42.8% | -32.5% | -4.2% |
| 5Y | -36.4% | -23.4% | -13.0% | -38.9% |
| 10Y | +66.6% | +278.2% | -211.6% | +17.4% |
| All | +166.6% | +278.1% | -111.5% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling