-36.9%
CCI vs FIVE
+14.2%
-51.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +28.4% | +17.7% | +10.7% | +26.7% |
| 3M | +20.0% | +4.0% | +16.0% | +19.5% |
| 6M | +0.8% | +2.6% | -1.8% | +0.2% |
| YTD | +3.6% | +27.6% | -24.0% | +1.0% |
| 1Y | +6.1% | +59.9% | -53.8% | +1.4% |
| 3Y | +7.2% | +35.8% | -28.6% | +6.4% |
| All | -36.9% | +14.2% | -51.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling