-49.3%
CCI vs PNR
-21.7%
-27.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | -0.3% | -6.0% | +5.8% | +1.4% |
| 30D | +2.2% | -14.0% | +16.2% | +6.5% |
| 3M | -16.9% | -21.7% | +4.8% | -11.8% |
| 6M | -11.5% | -37.3% | +25.7% | -0.3% |
| YTD | -12.8% | -45.1% | +32.3% | +2.2% |
| 1Y | -17.1% | -49.1% | +32.1% | -0.5% |
| 3Y | -9.6% | -14.8% | +5.2% | -13.0% |
| All | -49.3% | -21.7% | -27.6% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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