+56.5%
CCI vs CP
+261.0%
-204.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.6% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | +10.3% | +11.3% | -1.0% | +6.1% |
| 3M | +17.9% | +2.9% | +15.0% | +16.5% |
| 6M | -0.5% | +9.8% | -10.2% | -4.0% |
| YTD | +2.7% | +28.5% | -25.8% | -6.7% |
| 1Y | +3.1% | +33.5% | -30.4% | -7.6% |
| 3Y | +8.0% | +31.9% | -24.0% | -5.2% |
| 5Y | -37.8% | +25.5% | -63.3% | -45.0% |
| 10Y | +56.5% | +257.6% | -201.0% | +3.0% |
| All | +56.5% | +261.0% | -204.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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