-36.6%
CCI vs PL
+40.9%
-77.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +2.5% | +10.0% | -7.5% | +2.2% |
| 30D | +14.4% | -2.3% | +16.7% | +14.4% |
| 3M | +21.7% | -44.2% | +65.9% | +23.6% |
| 6M | +4.0% | -66.1% | +70.1% | +7.0% |
| YTD | +6.2% | -30.0% | +36.2% | +5.5% |
| 1Y | +5.4% | +21.0% | -15.6% | +2.1% |
| 3Y | +11.7% | +516.5% | -504.8% | -6.1% |
| 5Y | -35.6% | +32.0% | -67.7% | -43.2% |
| All | -36.6% | +40.9% | -77.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling