-0.5%
CCI vs NTR
+97.9%
-98.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +2.2% | +16.8% | -14.5% | -0.8% |
| 3M | -16.9% | +20.7% | -37.6% | -19.9% |
| 6M | -11.5% | +0.5% | -12.1% | -12.2% |
| YTD | -12.8% | +29.2% | -42.0% | -17.8% |
| 1Y | -17.1% | +39.6% | -56.7% | -23.2% |
| 3Y | -9.6% | +37.9% | -47.5% | -17.2% |
| 5Y | -48.9% | +47.1% | -96.0% | -55.8% |
| All | -0.5% | +97.9% | -98.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling