-49.3%
CCI vs NTRS
+93.2%
-142.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | -0.3% | +1.4% | -1.6% | -0.6% |
| 30D | +2.2% | -0.7% | +2.9% | +2.4% |
| 3M | -16.9% | +11.3% | -28.2% | -19.4% |
| 6M | -11.5% | +35.5% | -47.1% | -19.1% |
| YTD | -12.8% | +40.6% | -53.4% | -21.3% |
| 1Y | -17.1% | +49.2% | -66.3% | -26.6% |
| 3Y | -9.6% | +167.2% | -176.9% | -35.8% |
| All | -49.3% | +93.2% | -142.5% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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