-50.1%
CCI vs HDB
-38.6%
-11.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -4.4% | -6.2% | +1.8% | -3.3% |
| 30D | +0.3% | -6.2% | +6.5% | +1.5% |
| 3M | -20.0% | -5.9% | -14.1% | -19.4% |
| 6M | -14.5% | -25.9% | +11.4% | -9.9% |
| YTD | -14.9% | -40.2% | +25.4% | -6.4% |
| 1Y | -17.7% | -38.0% | +20.3% | -10.2% |
| 3Y | -12.4% | -30.5% | +18.1% | -7.8% |
| 5Y | -50.1% | -38.1% | -12.0% | -47.8% |
| All | -50.1% | -38.6% | -11.5% | -47.8% |
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