-36.8%
CCI vs HDB
-22.2%
-14.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.4% | +6.9% | -10.3% | -4.7% |
| 30D | +9.9% | +15.2% | -5.3% | +6.9% |
| 3M | +22.7% | +11.7% | +11.0% | +19.9% |
| 6M | +0.8% | +7.5% | -6.7% | -1.2% |
| YTD | +4.1% | -28.8% | +32.9% | +10.6% |
| 1Y | -0.6% | -29.1% | +28.5% | +5.7% |
| 3Y | +9.4% | -7.0% | +16.5% | +8.2% |
| 5Y | -36.8% | -22.1% | -14.8% | -35.3% |
| All | -36.8% | -22.2% | -14.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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