-17.1%
CCI vs NI
+4.4%
-21.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.2% | -1.4% | +3.6% | +3.1% |
| 3M | -16.9% | -10.6% | -6.3% | -10.9% |
| 6M | -11.5% | -9.3% | -2.2% | -6.2% |
| YTD | -12.8% | +1.1% | -14.0% | -11.9% |
| 1Y | -17.1% | +3.4% | -20.5% | -15.0% |
| All | -17.1% | +4.4% | -21.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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