+1,090.4%
CCI vs PEGA
+458.5%
+631.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +3.2% | -8.2% | +11.4% | +4.3% |
| 30D | +12.2% | -11.6% | +23.7% | +13.8% |
| 3M | +23.1% | -4.2% | +27.3% | +23.4% |
| 6M | +1.3% | -12.0% | +13.2% | +2.1% |
| YTD | +4.5% | -46.9% | +51.4% | +11.3% |
| 1Y | +2.3% | -47.0% | +49.3% | +8.9% |
| 3Y | +9.8% | +40.9% | -31.1% | -0.4% |
| 5Y | -36.5% | -45.4% | +8.8% | -37.0% |
| 10Y | +64.7% | +95.9% | -31.2% | +37.5% |
| All | +1,090.4% | +458.5% | +631.9% | +774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling