-50.7%
CCI vs P
+276.6%
-327.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -1.9% |
| 7D | -0.4% | +6.5% | -6.9% | -0.4% |
| 30D | +2.7% | +18.8% | -16.1% | +2.6% |
| 3M | -18.2% | +26.7% | -45.0% | -18.3% |
| 6M | -14.8% | +62.2% | -77.0% | -15.6% |
| YTD | -12.6% | +48.5% | -61.1% | -13.3% |
| 1Y | -16.7% | +26.4% | -43.1% | -17.3% |
| 3Y | -10.5% | +159.4% | -169.9% | -18.9% |
| All | -50.7% | +276.6% | -327.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling