-50.1%
CCI vs NI
+94.6%
-144.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.0% |
| 30D | +0.3% | -1.4% | +1.7% | +1.2% |
| 3M | -20.0% | -10.6% | -9.4% | -13.9% |
| 6M | -14.5% | -9.9% | -4.6% | -8.7% |
| YTD | -14.9% | +1.2% | -16.0% | -15.6% |
| 1Y | -17.7% | +4.4% | -22.1% | -20.3% |
| 3Y | -12.4% | +68.6% | -81.0% | -40.1% |
| 5Y | -50.1% | +98.0% | -148.1% | -69.3% |
| All | -50.1% | +94.6% | -144.7% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling