-51.7%
CCI vs IOT
+61.2%
-112.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.2% | +2.8% | -2.6% | 0.0% |
| 30D | +0.5% | -1.8% | +2.3% | +0.6% |
| 3M | -16.3% | +17.9% | -34.1% | -17.3% |
| 6M | -13.9% | +13.5% | -27.5% | -15.1% |
| YTD | -12.4% | +13.3% | -25.7% | -13.9% |
| 1Y | -15.2% | -3.3% | -11.9% | -15.9% |
| 3Y | -9.9% | +31.3% | -41.2% | -15.3% |
| All | -51.7% | +61.2% | -112.9% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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