-49.3%
CCI vs HRB
+114.1%
-163.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -0.3% | -8.0% | +7.8% | +1.1% |
| 30D | +2.2% | -16.0% | +18.2% | +5.3% |
| 3M | -16.9% | +26.9% | -43.7% | -20.5% |
| 6M | -11.5% | +51.1% | -62.7% | -18.3% |
| YTD | -12.8% | +7.1% | -19.9% | -14.3% |
| 1Y | -17.1% | -9.6% | -7.5% | -15.8% |
| 3Y | -9.6% | +25.4% | -35.0% | -15.8% |
| All | -49.3% | +114.1% | -163.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling