+46.3%
CCI vs KEYS
+1,067.2%
-1,020.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +0.3% | -5.3% | +5.6% | +1.2% |
| 3M | -20.0% | +0.5% | -20.5% | -20.9% |
| 6M | -14.5% | +14.0% | -28.6% | -18.2% |
| YTD | -14.9% | +60.3% | -75.1% | -25.2% |
| 1Y | -17.7% | +91.3% | -109.0% | -30.9% |
| 3Y | -12.4% | +146.1% | -158.5% | -33.3% |
| 5Y | -50.1% | +80.8% | -130.9% | -59.3% |
| 10Y | +20.4% | +1,002.8% | -982.4% | -32.3% |
| All | +46.3% | +1,067.2% | -1,020.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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