+465.9%
CCI vs LII
+3,124.4%
-2,658.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +2.7% | -12.6% | +15.3% | +7.0% |
| 3M | -18.2% | -24.4% | +6.2% | -12.5% |
| 6M | -14.8% | -28.7% | +13.9% | -7.9% |
| YTD | -12.6% | -19.1% | +6.5% | -9.4% |
| 1Y | -16.7% | -29.7% | +13.0% | -10.2% |
| 3Y | -10.5% | +4.8% | -15.3% | -18.3% |
| 5Y | -51.4% | +24.6% | -76.0% | -59.1% |
| 10Y | +20.0% | +169.2% | -149.2% | -25.1% |
| All | +465.9% | +3,124.4% | -2,658.4% | +17.5% |
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