-32.3%
CCI vs COMP
-56.6%
+24.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.2% | +6.8% | -0.7% |
| 7D | +2.4% | -1.8% | +4.2% | +2.5% |
| 30D | +33.2% | -0.8% | +34.0% | +33.0% |
| 3M | +25.0% | -28.1% | +53.1% | +28.0% |
| 6M | +4.8% | +27.0% | -22.2% | +1.3% |
| YTD | +6.4% | -12.8% | +19.1% | +5.5% |
| 1Y | +6.5% | +4.9% | +1.6% | +3.7% |
| 3Y | +8.6% | +321.0% | -312.4% | -12.4% |
| 5Y | -35.3% | -25.6% | -9.7% | -46.8% |
| All | -32.3% | -56.6% | +24.3% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling