+22.4%
CCI vs HBM
+619.2%
-596.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -0.3% | -3.3% | +3.0% | -0.1% |
| 30D | +2.2% | -4.8% | +7.1% | +2.4% |
| 3M | -16.9% | -0.4% | -16.5% | -17.1% |
| 6M | -11.5% | +17.9% | -29.4% | -13.1% |
| YTD | -12.8% | +33.7% | -46.6% | -15.3% |
| 1Y | -17.1% | +95.6% | -112.7% | -21.6% |
| 3Y | -9.6% | +458.1% | -467.8% | -22.1% |
| 5Y | -48.9% | +329.0% | -377.9% | -56.0% |
| All | +22.4% | +619.2% | -596.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling