-9.6%
CCI vs KEEL
+197.5%
-207.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +2.3% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | +2.2% | +0.8% | +1.4% | +2.2% |
| 3M | -16.9% | -35.3% | +18.4% | -16.4% |
| 6M | -11.5% | +59.4% | -70.9% | -13.2% |
| YTD | -12.8% | +51.9% | -64.8% | -14.6% |
| 1Y | -17.1% | +75.0% | -92.1% | -19.1% |
| 3Y | -9.6% | +224.5% | -234.2% | -22.6% |
| All | -9.6% | +197.5% | -207.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling