+249.1%
CCI vs PBR
+1,873.9%
-1,624.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +2.1% | +17.5% | -15.4% | -1.6% |
| 3M | -17.8% | +20.9% | -38.7% | -21.4% |
| 6M | -14.2% | +20.2% | -34.4% | -18.2% |
| YTD | -13.3% | +84.3% | -97.6% | -25.0% |
| 1Y | -16.6% | +77.1% | -93.7% | -27.4% |
| 3Y | -10.8% | +100.8% | -111.6% | -26.1% |
| 5Y | -50.3% | +556.1% | -606.4% | -70.3% |
| 10Y | +22.5% | +676.1% | -653.5% | -42.0% |
| All | +249.1% | +1,873.9% | -1,624.8% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling