-16.7%
CCI vs FIVE
+66.7%
-83.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.0% |
| 7D | -0.4% | +4.3% | -4.7% | -0.5% |
| 30D | +2.7% | +12.5% | -9.8% | +2.4% |
| 3M | -18.2% | +31.2% | -49.4% | -18.7% |
| 6M | -14.8% | +14.4% | -29.2% | -15.4% |
| YTD | -12.6% | +33.9% | -46.5% | -14.0% |
| 1Y | -16.7% | +65.1% | -81.8% | -17.6% |
| All | -16.7% | +66.7% | -83.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling