-50.3%
CCI vs HBM
+392.2%
-442.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -0.3% | +5.5% | -5.8% | -0.6% |
| 30D | +2.1% | +3.3% | -1.2% | +1.9% |
| 3M | -17.8% | +12.7% | -30.5% | -18.6% |
| 6M | -14.2% | +28.2% | -42.4% | -16.1% |
| YTD | -13.3% | +45.3% | -58.7% | -16.2% |
| 1Y | -16.6% | +121.7% | -138.3% | -21.9% |
| 3Y | -10.8% | +523.5% | -534.3% | -25.9% |
| 5Y | -50.3% | +393.9% | -444.2% | -57.1% |
| All | -50.3% | +392.2% | -442.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling