+9.8%
CCI vs COMP
+423.0%
-413.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +2.1% |
| 7D | +3.2% | +7.2% | -4.0% | +2.8% |
| 30D | +12.2% | +6.4% | +5.8% | +11.6% |
| 3M | +23.1% | -19.4% | +42.6% | +24.2% |
| 6M | +1.3% | +14.6% | -13.3% | -0.4% |
| YTD | +4.5% | -5.5% | +10.0% | +3.3% |
| 1Y | +2.3% | +13.7% | -11.3% | -0.5% |
| 3Y | +9.8% | +409.7% | -399.9% | -19.3% |
| All | +9.8% | +423.0% | -413.2% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling