-11.9%
CCI vs NVD
-99.1%
+87.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -1.9% |
| 7D | -4.4% | +9.0% | -13.4% | -4.7% |
| 30D | +0.3% | -5.5% | +5.8% | +0.4% |
| 3M | -20.0% | -24.6% | +4.7% | -19.4% |
| 6M | -14.5% | -42.1% | +27.5% | -13.5% |
| YTD | -14.9% | -44.3% | +29.5% | -13.9% |
| 1Y | -17.7% | -54.2% | +36.5% | -16.4% |
| 3Y | -12.4% | -99.1% | +86.8% | -15.7% |
| All | -11.9% | -99.1% | +87.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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