-9.9%
CCI vs ED
+35.1%
-45.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | +0.2% | +0.5% | -0.4% | -0.2% |
| 30D | +0.5% | +1.1% | -0.6% | -0.3% |
| 3M | -16.3% | +4.6% | -20.9% | -18.9% |
| 6M | -13.9% | -2.0% | -12.0% | -12.9% |
| YTD | -12.4% | +11.7% | -24.1% | -19.3% |
| 1Y | -15.2% | +15.7% | -30.9% | -24.1% |
| 3Y | -9.9% | +34.4% | -44.2% | -28.0% |
| All | -9.9% | +35.1% | -45.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling