+1,111.7%
CCI vs IP
+133.1%
+978.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | 0.0% |
| 7D | +2.4% | -5.0% | +7.4% | +4.1% |
| 30D | +33.2% | +6.5% | +26.7% | +30.2% |
| 3M | +25.0% | -18.0% | +43.0% | +32.8% |
| 6M | +4.8% | +10.3% | -5.5% | -0.5% |
| YTD | +6.4% | -9.9% | +16.2% | +6.7% |
| 1Y | +6.5% | -1.1% | +7.5% | +3.2% |
| 3Y | +8.6% | +13.0% | -4.4% | -4.7% |
| 5Y | -35.3% | -12.3% | -23.0% | -39.0% |
| 10Y | +58.2% | +26.8% | +31.4% | +19.9% |
| All | +1,111.7% | +133.1% | +978.6% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling