+22.4%
CCI vs HUM
+152.7%
-130.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.0% |
| 7D | -0.3% | +2.1% | -2.3% | -0.6% |
| 30D | +2.2% | +5.4% | -3.2% | +1.4% |
| 3M | -16.9% | +11.4% | -28.3% | -18.4% |
| 6M | -11.5% | +141.5% | -153.0% | -23.1% |
| YTD | -12.8% | +61.2% | -74.0% | -19.8% |
| 1Y | -17.1% | +49.2% | -66.2% | -23.1% |
| 3Y | -9.6% | -9.0% | -0.6% | -9.8% |
| 5Y | -48.9% | +7.2% | -56.1% | -52.4% |
| All | +22.4% | +152.7% | -130.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 10y: compounded portfolio wealth divided by compounded HUM 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…
10y analysis · Full analysis span regression · 6 months rolling