+895.8%
CCI vs CP
+5,871.7%
-4,975.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -0.4% | -2.7% | +2.3% | +0.7% |
| 30D | +2.7% | +0.2% | +2.5% | +2.5% |
| 3M | -18.2% | +2.6% | -20.8% | -19.2% |
| 6M | -14.8% | +6.0% | -20.8% | -17.2% |
| YTD | -12.6% | +24.9% | -37.5% | -20.7% |
| 1Y | -16.7% | +20.1% | -36.9% | -23.4% |
| 3Y | -10.5% | +16.4% | -26.9% | -18.4% |
| 5Y | -51.4% | +31.7% | -83.2% | -58.6% |
| 10Y | +20.0% | +223.9% | -203.8% | -33.2% |
| All | +895.8% | +5,871.7% | -4,975.9% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling