+67.1%
CCI vs FIVE
+505.3%
-438.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -1.4% | +2.4% | -3.8% | -1.7% |
| 30D | +12.7% | +15.8% | -3.1% | +10.8% |
| 3M | +23.0% | +3.8% | +19.2% | +22.3% |
| 6M | +0.6% | +18.5% | -17.9% | -1.9% |
| YTD | +4.9% | +31.2% | -26.3% | +0.7% |
| 1Y | +0.7% | +61.8% | -61.1% | -5.7% |
| 3Y | +10.2% | +39.9% | -29.7% | +3.0% |
| 5Y | -36.4% | +18.3% | -54.7% | -40.5% |
| All | +67.1% | +505.3% | -438.2% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling