+897.6%
CCI vs PNC
+1,074.0%
-176.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +0.2% | +2.3% | -2.1% | -0.6% |
| 30D | +0.5% | -3.8% | +4.3% | +1.7% |
| 3M | -16.3% | +7.8% | -24.1% | -18.5% |
| 6M | -13.9% | +19.7% | -33.6% | -19.1% |
| YTD | -12.4% | +19.1% | -31.5% | -17.9% |
| 1Y | -15.2% | +23.1% | -38.3% | -21.5% |
| 3Y | -9.9% | +132.1% | -142.0% | -34.0% |
| 5Y | -50.8% | +52.2% | -103.1% | -59.3% |
| 10Y | +18.3% | +271.4% | -253.1% | -33.4% |
| All | +897.6% | +1,074.0% | -176.4% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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