-50.3%
CCI vs EAT
+310.8%
-361.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -0.3% | -6.8% | +6.5% | +0.1% |
| 30D | +2.1% | -5.4% | +7.5% | +2.4% |
| 3M | -17.8% | +42.8% | -60.6% | -19.8% |
| 6M | -14.2% | +56.5% | -70.7% | -17.0% |
| YTD | -13.3% | +50.0% | -63.4% | -16.1% |
| 1Y | -16.6% | +38.3% | -54.9% | -18.9% |
| 3Y | -10.8% | +591.6% | -602.5% | -31.4% |
| 5Y | -50.3% | +312.6% | -363.0% | -63.0% |
| All | -50.3% | +310.8% | -361.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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