+1,110.1%
CCI vs HRB
+1,054.4%
+55.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +2.5% | -5.1% | +7.6% | +3.7% |
| 30D | +14.4% | +8.7% | +5.8% | +12.2% |
| 3M | +21.7% | -5.4% | +27.1% | +22.8% |
| 6M | +4.0% | +41.6% | -37.5% | -4.6% |
| YTD | +6.2% | +18.7% | -12.4% | +0.1% |
| 1Y | +5.4% | +16.4% | -11.0% | -0.4% |
| 3Y | +11.7% | +22.0% | -10.2% | +2.9% |
| 5Y | -35.6% | +141.2% | -176.9% | -50.4% |
| 10Y | +68.7% | +223.1% | -154.4% | +11.9% |
| All | +1,110.1% | +1,054.4% | +55.8% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling