+10.3%
CCI vs LII
-9.2%
+19.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +12.7% | -0.6% | +13.3% | +12.7% |
| 3M | +23.0% | -17.0% | +40.0% | +24.7% |
| 6M | +0.6% | -31.1% | +31.7% | +2.4% |
| YTD | +4.9% | -27.7% | +32.5% | +6.1% |
| 1Y | +0.7% | -26.2% | +26.8% | +1.5% |
| All | +10.3% | -9.2% | +19.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling