-17.7%
CCI vs PEG
-6.5%
-11.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | +0.3% | -2.8% | +3.1% | +1.6% |
| 3M | -20.0% | -6.9% | -13.0% | -17.1% |
| 6M | -14.5% | -11.4% | -3.1% | -9.7% |
| YTD | -14.9% | -7.4% | -7.5% | -10.9% |
| 1Y | -17.7% | -8.3% | -9.4% | -12.5% |
| All | -17.7% | -6.5% | -11.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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