+19.6%
CCI vs IAG
+423.2%
-403.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.6% |
| 7D | -4.4% | -4.1% | -0.3% | -4.1% |
| 30D | +0.3% | +10.6% | -10.3% | -0.4% |
| 3M | -20.0% | +35.4% | -55.3% | -21.9% |
| 6M | -14.5% | -9.5% | -5.0% | -14.5% |
| YTD | -14.9% | +21.8% | -36.7% | -17.0% |
| 1Y | -17.7% | +84.1% | -101.8% | -22.4% |
| 3Y | -12.4% | +817.4% | -829.7% | -28.7% |
| 5Y | -50.1% | +830.1% | -880.2% | -60.6% |
| All | +19.6% | +423.2% | -403.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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