-36.9%
CCI vs IP
-12.0%
-24.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -0.1% | -5.1% | +5.0% | +0.8% |
| 30D | +28.4% | +8.5% | +19.9% | +26.4% |
| 3M | +20.0% | -13.8% | +33.8% | +22.9% |
| 6M | +0.8% | +5.7% | -5.0% | -1.3% |
| YTD | +3.6% | -9.1% | +12.7% | +4.1% |
| 1Y | +6.1% | -0.8% | +6.9% | +4.5% |
| 3Y | +7.2% | +14.8% | -7.6% | -7.0% |
| All | -36.9% | -12.0% | -24.9% | -41.9% |
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