+895.8%
CCI vs EAT
+3,666.3%
-2,770.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.7% | +1.9% | +0.8% | +2.1% |
| 3M | -18.2% | +68.7% | -86.9% | -26.1% |
| 6M | -14.8% | +66.9% | -81.7% | -23.5% |
| YTD | -12.6% | +60.4% | -73.0% | -21.3% |
| 1Y | -16.7% | +44.0% | -60.7% | -24.0% |
| 3Y | -10.5% | +604.7% | -615.2% | -43.2% |
| 5Y | -51.4% | +347.0% | -398.4% | -67.8% |
| 10Y | +20.0% | +390.8% | -370.7% | -35.1% |
| All | +895.8% | +3,666.3% | -2,770.5% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling