+65.4%
CCI vs PR
+72.8%
-7.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +9.9% | -4.6% | +14.6% | +10.0% |
| 3M | +22.7% | +4.7% | +18.0% | +22.6% |
| 6M | +0.8% | +12.4% | -11.6% | +0.7% |
| YTD | +4.1% | +62.9% | -58.7% | +3.6% |
| 1Y | -0.6% | +70.6% | -71.2% | -1.2% |
| 3Y | +9.4% | +90.0% | -80.6% | +8.6% |
| 5Y | -36.8% | +255.5% | -292.4% | -37.6% |
| 10Y | +65.4% | +78.7% | -13.3% | +76.2% |
| All | +65.4% | +72.8% | -7.3% | +76.2% |
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