+895.8%
CCI vs HRB
+1,032.4%
-136.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.0% |
| 7D | -0.4% | -5.7% | +5.3% | +0.9% |
| 30D | +2.7% | +7.9% | -5.2% | +0.6% |
| 3M | -18.2% | +32.1% | -50.3% | -23.5% |
| 6M | -14.8% | +62.2% | -77.0% | -24.6% |
| YTD | -12.6% | +16.4% | -29.0% | -17.1% |
| 1Y | -16.7% | -0.3% | -16.5% | -18.3% |
| 3Y | -10.5% | +36.0% | -46.5% | -19.5% |
| 5Y | -51.4% | +125.2% | -176.6% | -61.9% |
| 10Y | +20.0% | +237.7% | -217.6% | -21.1% |
| All | +895.8% | +1,032.4% | -136.6% | +289.3% |
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