-1.1%
CCI vs NTR
+103.7%
-104.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +2.1% | +21.7% | -19.6% | -1.6% |
| 3M | -17.8% | +22.8% | -40.6% | -21.1% |
| 6M | -14.2% | +8.2% | -22.4% | -16.0% |
| YTD | -13.3% | +32.9% | -46.3% | -18.7% |
| 1Y | -16.6% | +45.3% | -62.0% | -23.4% |
| 3Y | -10.8% | +41.7% | -52.5% | -18.7% |
| 5Y | -50.3% | +49.8% | -100.1% | -57.1% |
| All | -1.1% | +103.7% | -104.7% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling