+67.7%
CCI vs ESI
+224.6%
-156.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.2% |
| 7D | -0.4% | +3.3% | -3.7% | -0.8% |
| 30D | +2.7% | -5.9% | +8.6% | +3.4% |
| 3M | -18.2% | -14.1% | -4.1% | -17.3% |
| 6M | -14.8% | +6.6% | -21.4% | -16.8% |
| YTD | -12.6% | +45.0% | -57.6% | -18.2% |
| 1Y | -16.7% | +41.5% | -58.2% | -22.1% |
| 3Y | -10.5% | +78.8% | -89.3% | -20.2% |
| 5Y | -51.4% | +70.9% | -122.3% | -56.9% |
| 10Y | +20.0% | +317.1% | -297.0% | -7.7% |
| All | +67.7% | +224.6% | -156.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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