-28.7%
CCI vs KEEL
+309.9%
-338.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -0.3% | +19.3% | -19.6% | -0.7% |
| 30D | +2.1% | +9.1% | -7.0% | +1.8% |
| 3M | -17.8% | -31.5% | +13.7% | -17.4% |
| 6M | -14.2% | +75.8% | -90.0% | -16.2% |
| YTD | -13.3% | +57.9% | -71.2% | -15.3% |
| 1Y | -16.6% | +133.3% | -150.0% | -19.8% |
| 3Y | -10.8% | +204.1% | -214.9% | -17.2% |
| 5Y | -50.3% | -37.5% | -12.8% | -53.6% |
| All | -28.7% | +309.9% | -338.7% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling