-36.3%
CCI vs FIVE
+16.7%
-53.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.5% | +2.7% | -0.1% | +2.3% |
| 30D | +14.4% | +12.7% | +1.8% | +13.3% |
| 3M | +21.7% | +2.1% | +19.6% | +21.3% |
| 6M | +4.0% | +17.5% | -13.4% | +2.3% |
| YTD | +6.2% | +31.0% | -24.7% | +3.2% |
| 1Y | +5.4% | +67.7% | -62.3% | +0.3% |
| 3Y | +11.7% | +43.4% | -31.6% | +10.1% |
| All | -36.3% | +16.7% | -53.1% | -35.8% |
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 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