+570.8%
CCI vs LII
+2,734.1%
-2,163.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.0% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +28.4% | -4.6% | +33.0% | +29.7% |
| 3M | +20.0% | -21.2% | +41.2% | +28.5% |
| 6M | +0.8% | -36.4% | +37.2% | +13.0% |
| YTD | +3.6% | -28.9% | +32.5% | +11.3% |
| 1Y | +6.1% | -29.5% | +35.6% | +14.1% |
| 3Y | +7.2% | -8.6% | +15.8% | +1.7% |
| 5Y | -37.0% | +20.2% | -57.2% | -46.6% |
| 10Y | +54.2% | +166.2% | -112.1% | -4.1% |
| All | +570.8% | +2,734.1% | -2,163.3% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling