+69.3%
CCI vs CPB
-38.9%
+108.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.4% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | +14.4% | +19.2% | -4.8% | +8.8% |
| 3M | +21.7% | -0.9% | +22.6% | +21.4% |
| 6M | +4.0% | +15.2% | -11.2% | -0.8% |
| YTD | +6.2% | -13.1% | +19.3% | +9.1% |
| 1Y | +5.4% | -22.4% | +27.8% | +11.8% |
| 3Y | +11.7% | -35.3% | +47.0% | +23.4% |
| 5Y | -35.6% | -33.0% | -2.6% | -30.5% |
| All | +69.3% | -38.9% | +108.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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