-37.6%
CCI vs PL
+45.6%
-83.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +3.2% | +5.6% | -2.4% | +3.0% |
| 30D | +12.2% | -16.9% | +29.1% | +12.7% |
| 3M | +23.1% | -38.2% | +61.4% | +24.7% |
| 6M | +1.3% | -63.4% | +64.7% | +3.9% |
| YTD | +4.5% | -27.6% | +32.1% | +3.7% |
| 1Y | +2.3% | +6.6% | -4.3% | -0.4% |
| 3Y | +9.8% | +557.6% | -547.8% | -8.1% |
| 5Y | -36.5% | +39.5% | -76.0% | -44.1% |
| All | -37.6% | +45.6% | -83.3% | -45.1% |
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