-36.9%
CCI vs KEY
+11.7%
-48.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +28.4% | +5.1% | +23.2% | +27.4% |
| 3M | +20.0% | -7.1% | +27.1% | +21.2% |
| 6M | +0.8% | -4.4% | +5.1% | +1.3% |
| YTD | +3.6% | +4.0% | -0.4% | +2.6% |
| 1Y | +6.1% | +23.4% | -17.3% | +2.3% |
| 3Y | +7.2% | +113.9% | -106.7% | -9.1% |
| All | -36.9% | +11.7% | -48.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 5y: compounded portfolio wealth divided by compounded KEY 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…
5y analysis · Full analysis span regression · 6 months rolling