+236.2%
CCI vs IBN
+1,532.9%
-1,296.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | +2.7% | -0.3% | +3.0% | +2.7% |
| 3M | -18.2% | +17.1% | -35.3% | -21.4% |
| 6M | -14.8% | +3.4% | -18.2% | -15.7% |
| YTD | -12.6% | +2.5% | -15.1% | -13.5% |
| 1Y | -16.7% | -4.2% | -12.6% | -16.4% |
| 3Y | -10.5% | +32.4% | -42.9% | -17.6% |
| 5Y | -51.4% | +59.2% | -110.6% | -57.8% |
| 10Y | +20.0% | +345.7% | -325.6% | -24.7% |
| All | +236.2% | +1,532.9% | -1,296.7% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling