-36.3%
CCI vs HAS
+48.2%
-84.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | +14.4% | +26.3% | -11.9% | +9.1% |
| 3M | +21.7% | +25.6% | -3.9% | +16.1% |
| 6M | +4.0% | +30.3% | -26.2% | -1.7% |
| YTD | +6.2% | +50.4% | -44.1% | -2.9% |
| 1Y | +5.4% | +57.7% | -52.3% | -4.6% |
| 3Y | +11.7% | +213.4% | -201.6% | -17.2% |
| All | -36.3% | +48.2% | -84.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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