-32.4%
CCI vs COMP
-52.0%
+19.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +14.4% | +16.6% | -2.1% | +12.7% |
| 3M | +21.7% | -23.5% | +45.2% | +23.9% |
| 6M | +4.0% | +25.7% | -21.7% | +0.9% |
| YTD | +6.2% | -3.4% | +9.6% | +4.4% |
| 1Y | +5.4% | +7.6% | -2.2% | +2.4% |
| 3Y | +11.7% | +423.6% | -411.9% | -11.7% |
| 5Y | -35.6% | -10.6% | -25.0% | -47.5% |
| All | -32.4% | -52.0% | +19.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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