-9.4%
CCI vs NVD
-99.2%
+89.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | +0.2% | -7.7% | +7.8% | +0.4% |
| 30D | +0.5% | -5.8% | +6.3% | +0.6% |
| 3M | -16.3% | -23.2% | +6.9% | -15.7% |
| 6M | -13.9% | -49.7% | +35.8% | -12.5% |
| YTD | -12.4% | -47.7% | +35.3% | -11.3% |
| 1Y | -15.2% | -61.3% | +46.2% | -13.4% |
| 3Y | -9.9% | -99.2% | +89.3% | -13.2% |
| All | -9.4% | -99.2% | +89.8% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling