+870.1%
CCI vs PPG
+604.3%
+265.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.9% |
| 7D | -4.4% | -5.1% | +0.8% | -2.2% |
| 30D | +0.3% | -9.6% | +9.9% | +4.8% |
| 3M | -20.0% | -6.4% | -13.5% | -18.3% |
| 6M | -14.5% | +0.5% | -15.0% | -16.3% |
| YTD | -14.9% | +4.4% | -19.3% | -18.4% |
| 1Y | -17.7% | -0.9% | -16.8% | -19.4% |
| 3Y | -12.4% | -17.0% | +4.6% | -8.9% |
| 5Y | -50.1% | -23.7% | -26.5% | -47.6% |
| 10Y | +20.4% | +25.9% | -5.5% | -8.3% |
| All | +870.1% | +604.3% | +265.8% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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