-16.7%
CCI vs LTH
+54.1%
-70.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | +2.7% | -4.6% | +7.3% | +3.1% |
| 3M | -18.2% | +32.8% | -51.0% | -20.6% |
| 6M | -14.8% | +64.6% | -79.4% | -20.1% |
| YTD | -12.6% | +62.6% | -75.2% | -17.7% |
| 1Y | -16.7% | +49.9% | -66.7% | -21.4% |
| All | -16.7% | +54.1% | -70.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling