+887.3%
CCI vs HUM
+2,936.3%
-2,049.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +2.1% | +3.7% | -1.6% | +1.5% |
| 3M | -17.8% | +10.4% | -28.2% | -19.3% |
| 6M | -14.2% | +125.7% | -139.9% | -25.2% |
| YTD | -13.3% | +57.3% | -70.7% | -20.5% |
| 1Y | -16.6% | +48.6% | -65.2% | -23.1% |
| 3Y | -10.8% | -11.3% | +0.5% | -13.0% |
| 5Y | -50.3% | +0.8% | -51.1% | -53.3% |
| 10Y | +22.5% | +146.7% | -124.1% | -2.8% |
| All | +887.3% | +2,936.3% | -2,049.1% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling