+64.7%
CCI vs P
+691.2%
-626.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | +3.2% | -13.3% | +16.5% | +3.9% |
| 30D | +12.2% | -34.0% | +46.2% | +14.7% |
| 3M | +23.1% | +4.1% | +19.1% | +22.2% |
| 6M | +1.3% | +30.5% | -29.2% | -1.6% |
| YTD | +4.5% | +52.2% | -47.7% | -0.1% |
| 1Y | +2.3% | +10.3% | -8.0% | -0.2% |
| 3Y | +9.8% | +180.9% | -171.1% | -6.8% |
| 5Y | -36.5% | +259.7% | -296.2% | -48.9% |
| 10Y | +64.7% | +652.6% | -587.9% | +19.1% |
| All | +64.7% | +691.2% | -626.5% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling