+1,164.5%
CCI vs IAG
+377.5%
+787.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +2.7% | +28.9% | -26.2% | +0.4% |
| 3M | -18.2% | +19.1% | -37.3% | -19.8% |
| 6M | -14.8% | -10.3% | -4.5% | -14.8% |
| YTD | -12.6% | +24.2% | -36.8% | -15.4% |
| 1Y | -16.7% | +116.5% | -133.2% | -23.6% |
| 3Y | -10.5% | +742.8% | -753.3% | -29.2% |
| 5Y | -51.4% | +753.3% | -804.8% | -62.8% |
| 10Y | +20.0% | +403.2% | -383.2% | -9.9% |
| All | +1,164.5% | +377.5% | +787.0% | +656.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling