-50.7%
CCI vs IP
-17.2%
-33.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.2% |
| 7D | -0.4% | -5.3% | +4.9% | +0.5% |
| 30D | +2.7% | -10.9% | +13.5% | +4.7% |
| 3M | -18.2% | +11.2% | -29.4% | -20.4% |
| 6M | -14.8% | -10.2% | -4.6% | -13.7% |
| YTD | -12.6% | -2.0% | -10.6% | -13.2% |
| 1Y | -16.7% | -19.1% | +2.4% | -14.1% |
| 3Y | -10.5% | +20.9% | -31.4% | -22.2% |
| All | -50.7% | -17.2% | -33.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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