+11.7%
CCI vs PEG
+36.1%
-24.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.7% |
| 7D | +2.5% | +4.5% | -2.0% | +0.8% |
| 30D | +14.4% | +7.5% | +6.9% | +11.3% |
| 3M | +21.7% | +0.8% | +20.8% | +21.1% |
| 6M | +4.0% | 0.0% | +4.0% | +3.9% |
| YTD | +6.2% | -3.0% | +9.3% | +7.4% |
| 1Y | +5.4% | -4.7% | +10.1% | +7.1% |
| 3Y | +11.7% | +36.5% | -24.7% | -5.5% |
| All | +11.7% | +36.1% | -24.4% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling