-36.9%
CCI vs COMP
-17.6%
-19.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.7% | -13.3% | -3.5% |
| 7D | -0.1% | +13.4% | -13.5% | -1.2% |
| 30D | +28.4% | +11.1% | +17.3% | +26.9% |
| 3M | +20.0% | -18.8% | +38.8% | +21.7% |
| 6M | +0.8% | +10.5% | -9.7% | -1.2% |
| YTD | +3.6% | -3.4% | +7.0% | +1.8% |
| 1Y | +6.1% | +19.7% | -13.6% | +1.9% |
| 3Y | +7.2% | +381.6% | -374.4% | -16.0% |
| All | -36.9% | -17.6% | -19.3% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling