+1,110.1%
CCI vs IT
+634.7%
+475.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +14.4% | -1.8% | +16.3% | +14.2% |
| 3M | +21.7% | +4.8% | +16.9% | +18.4% |
| 6M | +4.0% | +33.0% | -29.0% | -6.7% |
| YTD | +6.2% | -23.8% | +30.0% | +9.4% |
| 1Y | +5.4% | -16.5% | +21.9% | +5.6% |
| 3Y | +11.7% | -53.6% | +65.4% | +27.6% |
| 5Y | -35.6% | -42.1% | +6.5% | -32.4% |
| 10Y | +68.7% | +90.1% | -21.4% | +17.5% |
| All | +1,110.1% | +634.7% | +475.4% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling