+893.1%
CCI vs NTRS
+875.9%
+17.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | -0.3% | +1.4% | -1.6% | -0.8% |
| 30D | +2.2% | -0.7% | +2.9% | +2.4% |
| 3M | -16.9% | +11.3% | -28.2% | -20.5% |
| 6M | -11.5% | +35.5% | -47.1% | -22.0% |
| YTD | -12.8% | +40.6% | -53.4% | -24.6% |
| 1Y | -17.1% | +49.2% | -66.3% | -30.1% |
| 3Y | -9.6% | +167.2% | -176.9% | -41.1% |
| 5Y | -48.9% | +94.9% | -143.9% | -63.4% |
| 10Y | +23.2% | +259.5% | -236.2% | -38.1% |
| All | +893.1% | +875.9% | +17.2% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling