-47.8%
CCI vs PL
+84.9%
-132.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -0.4% | -9.3% | +8.9% | -0.1% |
| 30D | +2.7% | -18.9% | +21.6% | +3.3% |
| 3M | -18.2% | -58.4% | +40.2% | -16.1% |
| 6M | -14.8% | -30.3% | +15.5% | -14.8% |
| YTD | -12.6% | -8.1% | -4.5% | -13.7% |
| 1Y | -16.7% | +180.5% | -197.2% | -22.1% |
| 3Y | -10.5% | +444.1% | -454.7% | -23.1% |
| 5Y | -51.4% | +83.0% | -134.4% | -57.4% |
| All | -47.8% | +84.9% | -132.7% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling