-50.3%
CCI vs IBN
+54.0%
-104.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -0.3% | -5.1% | +4.8% | +0.8% |
| 30D | +2.1% | -3.5% | +5.7% | +2.8% |
| 3M | -17.8% | +11.3% | -29.1% | -19.8% |
| 6M | -14.2% | +4.4% | -18.6% | -15.2% |
| YTD | -13.3% | -1.8% | -11.5% | -13.4% |
| 1Y | -16.6% | -8.0% | -8.6% | -15.6% |
| 3Y | -10.8% | +27.1% | -37.9% | -17.2% |
| 5Y | -50.3% | +54.5% | -104.8% | -56.3% |
| All | -50.3% | +54.0% | -104.3% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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