+1,436.6%
CCI vs IAG
+303.8%
+1,132.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +2.5% | -7.7% | +10.2% | +3.1% |
| 30D | +14.4% | +1.6% | +12.8% | +14.0% |
| 3M | +21.7% | -2.4% | +24.1% | +21.5% |
| 6M | +4.0% | -7.8% | +11.8% | +3.9% |
| YTD | +6.2% | +5.0% | +1.2% | +4.0% |
| 1Y | +5.4% | +25.7% | -20.3% | +1.5% |
| 3Y | +11.7% | +694.5% | -682.8% | -11.3% |
| 5Y | -35.6% | +421.7% | -457.3% | -48.6% |
| 10Y | +68.7% | +382.5% | -313.7% | +27.1% |
| All | +1,436.6% | +303.8% | +1,132.8% | +830.1% |
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