-17.7%
CCI vs IT
-30.3%
+12.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | -4.4% | -12.7% | +8.3% | -2.6% |
| 30D | +0.3% | -8.9% | +9.2% | +1.5% |
| 3M | -20.0% | +10.1% | -30.1% | -21.9% |
| 6M | -14.5% | +7.3% | -21.8% | -16.6% |
| YTD | -14.9% | -32.4% | +17.5% | -16.2% |
| 1Y | -17.7% | -26.6% | +9.0% | -19.2% |
| All | -17.7% | -30.3% | +12.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling