+69.3%
CCI vs PR
+86.0%
-16.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.3% |
| 7D | +2.5% | +6.0% | -3.5% | +2.5% |
| 30D | +14.4% | -4.2% | +18.6% | +14.5% |
| 3M | +21.7% | +10.0% | +11.7% | +21.6% |
| 6M | +4.0% | +15.6% | -11.6% | +3.8% |
| YTD | +6.2% | +68.2% | -62.0% | +5.6% |
| 1Y | +5.4% | +79.2% | -73.8% | +4.8% |
| 3Y | +11.7% | +94.9% | -83.2% | +10.8% |
| 5Y | -35.6% | +272.8% | -308.4% | -36.5% |
| All | +69.3% | +86.0% | -16.7% | +80.6% |
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