+19.6%
CCI vs EXEL
+386.3%
-366.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | +0.3% | +11.9% | -11.6% | -0.7% |
| 3M | -20.0% | +9.2% | -29.2% | -20.7% |
| 6M | -14.5% | +39.1% | -53.6% | -17.4% |
| YTD | -14.9% | +31.0% | -45.9% | -17.3% |
| 1Y | -17.7% | +52.3% | -70.0% | -21.3% |
| 3Y | -12.4% | +159.7% | -172.1% | -21.6% |
| 5Y | -50.1% | +187.7% | -237.9% | -56.2% |
| All | +19.6% | +386.3% | -366.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling