+0.6%
CCI vs CP
+33.1%
-32.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.5% |
| 7D | +0.9% | +2.8% | -1.9% | +0.1% |
| 30D | +10.3% | +11.3% | -1.0% | +6.6% |
| 3M | +17.9% | +2.9% | +15.0% | +16.7% |
| 6M | -0.5% | +9.8% | -10.2% | -3.7% |
| YTD | +2.7% | +28.5% | -25.8% | -7.9% |
| All | +0.6% | +33.1% | -32.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling