-10.2%
CCI vs HRB
+25.9%
-36.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -0.3% | -10.6% | +10.3% | +1.3% |
| 30D | +2.1% | -0.8% | +3.0% | +2.0% |
| 3M | -17.8% | +19.1% | -36.9% | -20.0% |
| 6M | -14.2% | +48.7% | -62.9% | -18.9% |
| YTD | -13.3% | +7.1% | -20.4% | -13.9% |
| 1Y | -16.6% | -8.3% | -8.3% | -15.0% |
| All | -10.2% | +25.9% | -36.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling