-35.3%
CCI vs IP
-12.5%
-22.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.6% |
| 7D | +2.4% | -5.0% | +7.4% | +3.3% |
| 30D | +33.2% | +6.5% | +26.7% | +31.6% |
| 3M | +25.0% | -18.0% | +43.0% | +29.2% |
| 6M | +4.8% | +10.3% | -5.5% | +1.7% |
| YTD | +6.4% | -9.9% | +16.2% | +7.1% |
| 1Y | +6.5% | -1.1% | +7.5% | +4.9% |
| 3Y | +8.6% | +13.0% | -4.4% | -5.3% |
| 5Y | -35.3% | -12.3% | -23.0% | -40.5% |
| All | -35.3% | -12.5% | -22.8% | -40.5% |
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