-49.3%
CCI vs PBR
+552.2%
-601.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | -0.3% | +5.4% | -5.6% | -0.6% |
| 30D | +2.2% | +22.9% | -20.6% | +0.8% |
| 3M | -16.9% | +19.6% | -36.5% | -18.0% |
| 6M | -11.5% | +16.5% | -28.0% | -12.6% |
| YTD | -12.8% | +86.7% | -99.5% | -16.5% |
| 1Y | -17.1% | +74.7% | -91.8% | -20.3% |
| 3Y | -9.6% | +102.6% | -112.2% | -14.4% |
| All | -49.3% | +552.2% | -601.5% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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