+0.6%
CCI vs FIVE
+63.1%
-62.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.6% | -6.5% | -1.4% |
| 7D | +0.9% | +6.2% | -5.3% | +0.3% |
| 30D | +10.3% | +18.2% | -7.9% | +8.7% |
| 3M | +17.9% | +3.8% | +14.0% | +17.0% |
| 6M | -0.5% | +13.7% | -14.2% | -2.3% |
| YTD | +2.7% | +34.7% | -32.0% | -3.4% |
| All | +0.6% | +63.1% | -62.6% | -10.2% |
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