+1,080.4%
CCI vs KEY
+83.6%
+996.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | +28.4% | +5.1% | +23.2% | +26.7% |
| 3M | +20.0% | -7.1% | +27.1% | +22.0% |
| 6M | +0.8% | -4.4% | +5.1% | +1.6% |
| YTD | +3.6% | +4.0% | -0.4% | +1.9% |
| 1Y | +6.1% | +23.4% | -17.3% | -0.2% |
| 3Y | +7.2% | +113.9% | -106.7% | -15.4% |
| 5Y | -37.0% | +12.3% | -49.3% | -43.9% |
| 10Y | +54.2% | +125.5% | -71.3% | +0.5% |
| All | +1,080.4% | +83.6% | +996.8% | +485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling