+18.3%
CCI vs P
+712.4%
-694.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | +0.2% | +7.8% | -7.7% | -0.3% |
| 30D | +0.5% | +12.3% | -11.8% | -0.4% |
| 3M | -16.3% | +37.1% | -53.4% | -18.2% |
| 6M | -13.9% | +66.1% | -80.0% | -17.6% |
| YTD | -12.4% | +50.9% | -63.4% | -15.8% |
| 1Y | -15.2% | +27.2% | -42.4% | -17.9% |
| 3Y | -9.9% | +158.7% | -168.5% | -22.0% |
| 5Y | -50.8% | +291.1% | -341.9% | -60.5% |
| 10Y | +18.3% | +715.0% | -696.7% | -14.8% |
| All | +18.3% | +712.4% | -694.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded P 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling