+897.6%
CCI vs PNR
+682.4%
+215.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.3% |
| 7D | +0.2% | -3.0% | +3.2% | +1.4% |
| 30D | +0.5% | -14.9% | +15.4% | +7.1% |
| 3M | -16.3% | -19.0% | +2.8% | -9.9% |
| 6M | -13.9% | -35.9% | +22.0% | +1.1% |
| YTD | -12.4% | -43.1% | +30.7% | +7.7% |
| 1Y | -15.2% | -46.4% | +31.2% | +6.6% |
| 3Y | -9.9% | -10.8% | +1.0% | -11.4% |
| 5Y | -50.8% | -18.9% | -32.0% | -51.0% |
| 10Y | +18.3% | +64.4% | -46.1% | -19.9% |
| All | +897.6% | +682.4% | +215.3% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling