+24.3%
CCI vs LBRT
-22.5%
+46.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -2.8% |
| 7D | -0.1% | -29.1% | +29.0% | +1.2% |
| 30D | +28.4% | -38.4% | +66.8% | +30.8% |
| 3M | +20.0% | -40.1% | +60.0% | +22.3% |
| 6M | +0.8% | -62.9% | +63.7% | +4.6% |
| YTD | +3.6% | -34.5% | +38.1% | +4.7% |
| 1Y | +6.1% | -30.2% | +36.3% | +6.8% |
| 3Y | +7.2% | -37.5% | +44.7% | +7.0% |
| 5Y | -37.0% | +7.6% | -44.6% | -39.3% |
| All | +24.3% | -22.5% | +46.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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