-50.3%
CCI vs IT
-45.7%
-4.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.7% |
| 7D | -0.3% | -9.1% | +8.9% | +1.5% |
| 30D | +2.1% | -12.2% | +14.3% | +4.5% |
| 3M | -17.8% | +7.8% | -25.6% | -19.9% |
| 6M | -14.2% | +2.0% | -16.2% | -15.8% |
| YTD | -13.3% | -32.7% | +19.4% | -8.6% |
| 1Y | -16.6% | -31.1% | +14.5% | -12.9% |
| 3Y | -10.8% | -52.1% | +41.3% | -3.5% |
| 5Y | -50.3% | -46.3% | -4.0% | -49.3% |
| All | -50.3% | -45.7% | -4.6% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling