-36.9%
CCI vs PL
+20.8%
-57.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.4% | -13.0% | -2.9% |
| 7D | -0.1% | -6.8% | +6.7% | +0.1% |
| 30D | +28.4% | -29.3% | +57.7% | +29.6% |
| 3M | +20.0% | -44.8% | +64.7% | +21.9% |
| 6M | +0.8% | -68.4% | +69.2% | +3.8% |
| YTD | +3.6% | -36.4% | +40.0% | +3.2% |
| 1Y | +6.1% | +0.7% | +5.4% | +3.4% |
| 3Y | +7.2% | +455.3% | -448.1% | -9.6% |
| All | -36.9% | +20.8% | -57.7% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling