+1,094.9%
CCI vs IT
+629.7%
+465.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -1.4% | -3.7% | +2.3% | -0.4% |
| 30D | +12.7% | -3.1% | +15.8% | +12.9% |
| 3M | +23.0% | +6.3% | +16.7% | +19.3% |
| 6M | +0.6% | +24.8% | -24.2% | -8.2% |
| YTD | +4.9% | -24.4% | +29.2% | +8.2% |
| 1Y | +0.7% | -17.1% | +17.8% | +1.1% |
| 3Y | +10.2% | -53.6% | +63.9% | +25.9% |
| 5Y | -36.4% | -42.5% | +6.1% | -33.1% |
| 10Y | +66.6% | +88.8% | -22.2% | +16.2% |
| All | +1,094.9% | +629.7% | +465.2% | +332.2% |
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 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