+6.1%
CCI vs P
-0.9%
+7.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.5% |
| 7D | -0.1% | -23.8% | +23.7% | -0.8% |
| 30D | +28.4% | -36.6% | +65.0% | +26.7% |
| 3M | +20.0% | +10.9% | +9.1% | +21.7% |
| 6M | +0.8% | +30.0% | -29.2% | +3.2% |
| YTD | +3.6% | +44.4% | -40.8% | +5.2% |
| 1Y | +6.1% | +3.9% | +2.2% | +8.2% |
| All | +6.1% | -0.9% | +7.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling