-50.3%
CCI vs IAG
+804.8%
-855.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.2% |
| 7D | -0.3% | +1.7% | -1.9% | -0.4% |
| 30D | +2.1% | +11.4% | -9.3% | +1.3% |
| 3M | -17.8% | +33.0% | -50.9% | -19.8% |
| 6M | -14.2% | -6.0% | -8.2% | -14.2% |
| YTD | -13.3% | +24.6% | -37.9% | -15.8% |
| 1Y | -16.6% | +105.0% | -121.6% | -22.7% |
| 3Y | -10.8% | +837.9% | -848.7% | -30.8% |
| 5Y | -50.3% | +817.0% | -867.3% | -63.3% |
| All | -50.3% | +804.8% | -855.2% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling