-11.7%
CCI vs NI
+69.0%
-80.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | +0.3% | -1.4% | +1.7% | +1.1% |
| 3M | -20.0% | -10.6% | -9.4% | -14.5% |
| 6M | -14.5% | -9.9% | -4.6% | -9.2% |
| YTD | -14.9% | +1.2% | -16.0% | -15.3% |
| 1Y | -17.7% | +4.4% | -22.1% | -19.7% |
| All | -11.7% | +69.0% | -80.7% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling