+52.0%
CCI vs PR
+66.0%
-14.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | -0.1% | -16.4% | +16.3% | +0.1% |
| 30D | +28.4% | -1.9% | +30.3% | +28.4% |
| 3M | +20.0% | +8.0% | +12.0% | +19.9% |
| 6M | +0.8% | +4.1% | -3.3% | +0.7% |
| YTD | +3.6% | +58.7% | -55.1% | +3.1% |
| 1Y | +6.1% | +75.8% | -69.7% | +5.5% |
| 3Y | +7.2% | +73.2% | -65.9% | +6.4% |
| 5Y | -37.0% | +230.1% | -267.1% | -37.8% |
| All | +52.0% | +66.0% | -14.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling