+895.8%
CCI vs IT
+612.8%
+283.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -0.6% |
| 7D | -0.4% | -6.0% | +5.6% | +1.3% |
| 30D | +2.7% | 0.0% | +2.7% | +2.4% |
| 3M | -18.2% | +13.1% | -31.3% | -22.0% |
| 6M | -14.8% | +11.7% | -26.5% | -19.1% |
| YTD | -12.6% | -26.1% | +13.5% | -8.1% |
| 1Y | -16.7% | -21.3% | +4.5% | -14.6% |
| 3Y | -10.5% | -46.7% | +36.2% | -1.1% |
| 5Y | -51.4% | -40.5% | -10.9% | -48.8% |
| 10Y | +20.0% | +103.9% | -83.9% | -17.3% |
| All | +895.8% | +612.8% | +283.0% | +267.1% |
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