-17.7%
CCI vs PEGA
-37.1%
+19.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.9% |
| 7D | -4.4% | -5.3% | +0.9% | -4.0% |
| 30D | +0.3% | +8.3% | -8.0% | -0.4% |
| 3M | -20.0% | +8.9% | -28.9% | -20.9% |
| 6M | -14.5% | -19.7% | +5.2% | -13.8% |
| YTD | -14.9% | -39.9% | +25.0% | -14.9% |
| 1Y | -17.7% | -36.4% | +18.7% | -17.2% |
| All | -17.7% | -37.1% | +19.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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