-50.8%
CCI vs CPB
-38.5%
-12.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +0.2% | -8.2% | +8.4% | +2.3% |
| 30D | +0.5% | -5.6% | +6.1% | +1.8% |
| 3M | -16.3% | +3.0% | -19.2% | -17.3% |
| 6M | -13.9% | -12.7% | -1.2% | -11.4% |
| YTD | -12.4% | -18.0% | +5.5% | -8.6% |
| 1Y | -15.2% | -31.7% | +16.6% | -7.1% |
| 3Y | -9.9% | -41.0% | +31.1% | +2.1% |
| 5Y | -50.8% | -38.4% | -12.5% | -46.7% |
| All | -50.8% | -38.5% | -12.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling