+895.8%
CCI vs HAS
+676.9%
+218.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -0.4% | -1.8% | +1.4% | +0.1% |
| 30D | +2.7% | +2.3% | +0.4% | +2.0% |
| 3M | -18.2% | +10.4% | -28.6% | -20.8% |
| 6M | -14.8% | -3.2% | -11.5% | -14.7% |
| YTD | -12.6% | +15.4% | -28.0% | -17.0% |
| 1Y | -16.7% | +18.8% | -35.5% | -21.7% |
| 3Y | -10.5% | +43.9% | -54.5% | -23.1% |
| 5Y | -51.4% | +13.9% | -65.3% | -56.2% |
| 10Y | +20.0% | +56.4% | -36.4% | -11.3% |
| All | +895.8% | +676.9% | +218.9% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling