+112.5%
CCI vs FIVE
+868.1%
-755.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.4% |
| 7D | -0.4% | +4.3% | -4.7% | -0.9% |
| 30D | +2.7% | +12.5% | -9.8% | +1.3% |
| 3M | -18.2% | +31.2% | -49.4% | -20.8% |
| 6M | -14.8% | +14.4% | -29.2% | -16.6% |
| YTD | -12.6% | +33.9% | -46.5% | -16.1% |
| 1Y | -16.7% | +65.1% | -81.8% | -22.2% |
| 3Y | -10.5% | +49.0% | -59.5% | -17.4% |
| 5Y | -51.4% | +30.3% | -81.7% | -55.3% |
| 10Y | +20.0% | +481.1% | -461.1% | -12.0% |
| All | +112.5% | +868.1% | -755.7% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling